Essays about: "mutual fund performance"

Showing result 21 - 25 of 136 essays containing the words mutual fund performance.

  1. 21. Swedish Mutual Fund Performance and Persistence

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ludvig Harting; Lucas Johnson; [2021]
    Keywords : Swedish Mutual Funds; Performance; Persistence; ESG; Small Cap;

    Abstract : This paper presents an overview of the Swedish mutual fund industry and investigates the prevalence of performance persistence using a sample of 139 funds during 2005 - 2020. The study is conducted using the Capital Asset Pricing Model for determining funds' alpha during a specific period, and analyses if an investment strategy based on past performance can consistently generate returns in excess of the market. READ MORE

  3. 22. Is green the new black? : An empirical study on the correlation of CSR initiatives and profitability on Nordic mutual funds

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Carla Amiri; [2021]
    Keywords : CSR; sustainable funds; fund financial performance; Nordic market;

    Abstract : This research examines whether Corporate Social Responsibility (CSR) initiatives impact fund financial performance of 46 Nordic mutual funds during the past five years (2016-2020). Previous studies have focused on which of the two alternatives generates a rewarding financial result. READ MORE

  4. 23. The Best of Ideas Fund

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Benjamin Hausel; Carl Möllerström; [2021]
    Keywords : Concentration; diversification; active equity mutual funds; Jensen’s alpha; Sharpe-ratio; regression analysis; risk-adjusted return; best of ideas; Business and Economics;

    Abstract : We evaluated a sample of 78 diversified Actively Managed Equity Funds (AMEFs) with domestic holdings in Swedish stocks, in terms of historically risk-adjusted returns during the time period 2015-01-01 - 2019-12-31. Furthermore, we split our sample of AMEFs into two market capitalisation categories: Large/Mid-capitalisation (LMC) and Small/Mid- capitalisation (SMC). READ MORE

  5. 24. Active fund management or passive index cruising?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Joel Johansson; Gustav Osbeck; [2020-08-07]
    Keywords : ;

    Abstract : How should an investor pick funds to invest in? What is the best strategy, picking active or passive funds? It’s hard to navigate the fund landscape when there is ambiguous evidence and advice coming from different directions. Do fund managers outperform the market and passive funds? Do they bring something extra of value to the table in regards to their high management fees? The question seems almost age-old at this point, from dart throwing monkeys outperforming high profile fund managers to famous investors proclaiming that active fund management is dead, it’s hard to know what is really true about active versus passive fund management. READ MORE

  6. 25. Are Women the Real Alpha Males? Gender differences through the lense of performance and risk in the Swedish mutual fund industry

    University essay from Göteborgs universitet/Graduate School

    Author : Albin Helgesson; Clara Lindblad; [2020-07-01]
    Keywords : Mutual Funds; Gender Differences; Risk Behavior; Performance;

    Abstract : This master thesis examines gender differences between Swedish mutual fund managers concerning fund performance and risk behavior. The examined period extends from January 2015 to December 2019 and the data consist of 421 mutual equity funds of which 17% are mutual funds’ managed by females. READ MORE