Essays about: "mutual fund performance"

Showing result 36 - 40 of 136 essays containing the words mutual fund performance.

  1. 36. A Study on the Relationship Between a Mutual Fund’s Risk-Adjusted Return and Sustainability : Do Mutual Funds with High Sustainability Scores Outperform Those with Low Ones?

    University essay from KTH/Matematisk statistik

    Author : Frida Värnlund; Max Bacco; [2019]
    Keywords : Applied mathematics; regression analysis; sustainability; mutual funds; Morningstar; Sharpe ratio; ESG; Tillämpad matematik; regressionsanalys; hållbarhet; fonder; Morningstar; riskjusterad avkastning; Sharpe ratio; ESG;

    Abstract : During the past few decades, social responsible investing (SRI) has rapidly grown to become a renowned investment strategy. Because of the contradictory findings on how successful this strategy is in terms of financial return, the aim of this thesis is to compare the performance of sustainable and conventional funds in four different geographical areas during the last three years. READ MORE

  3. 37. More Is Less - Scalability in Swedish Mutual Equity Funds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Hanna Höije; Jesper Janson; [2019]
    Keywords : Sweden; Fund; Scalability; Investment Strategy; Size;

    Abstract : This thesis studies the relationship between fund size and performance of open-ended Swedish mutual equity funds between 2014-2019. The fund industry has been fast growing and the landscape has changed with extensive inflows and ever larger funds. READ MORE

  4. 38. Socially responsible investing : The relationship between financial performance and SRI strategies of mutual funds

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Chenjie Lu; Iida Sällinen; [2019]
    Keywords : Socially Responsible Investing; SRI mutual funds; Sustainability; SRI screening; Active ownership; Mutual fund performance;

    Abstract : Social responsibility has gained popularity during the past few years, and one aspect of it is what benefits and costs it brings to a socially responsible investor. The purpose of this study is to examine whether different SRI strategies used by mutual funds are related to financial performance. READ MORE

  5. 39. The Value of Experience in Actively Managed Mutual Funds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Viktoria Lyttkens; Michael Bozyel; [2019]
    Keywords : Active Management; Active Share; Manager Experience; Manager Tenure; Mutual Fund Performance;

    Abstract : In this paper we investigate the relationship between active management, manager experience and fund performance among Swedish all-equity mutual funds between 2003 and 2016. To measure different aspects of active management we combine two measures of active management-active share and tracking error-similar to Cremers and Petajisto (2009). READ MORE

  6. 40. Expert Illusion - Evaluating Persistence in Mutual Fund Performance

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jacob Magnusson; [2018]
    Keywords : Spearman s coefficient; contingency tables; performance persistence; Alpha; Business and Economics;

    Abstract : This study evaluates mutual fund performance persistence using contingency tables and Spearman's rank correlation. Performance is measured with alpha. The results from evaluating 1248 US mutual funds in the period 2005-2017 indicate that one-year performance persistence does not exist. READ MORE