Essays about: "net returns alpha"

Showing result 16 - 20 of 25 essays containing the words net returns alpha.

  1. 16. Competition in the U.S. Mutual Fund Industry: A performance evaluation of actively managed domestic equity mutual funds

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Adam Öster; [2017]
    Keywords : Performance evaluation; equity mutual fund; CAPM; Jensen´s alpha; OLS regression; Business and Economics;

    Abstract : I evaluate a total of 204 U.S. equity mutual funds split into one major group and one additional group for the time period 2002-2016. The major group consists of the ten largest U. READ MORE

  3. 17. Fund activity and performance: A closer look at the Swedish mutual fund industry

    University essay from

    Author : Henrik Ivarsson; Hugo Olofsson; [2016-07-06]
    Keywords : Fund Activity; Fund Performance; Mutual Funds; Index Funds; Active Share; Tracking Error; Fees;

    Abstract : This paper investigates the level of fund activity and its e ect on fund performance on the Swedish market. By analyzing fund characteristics between 2005 to 2015, we find that among the active fund alternatives, the most active funds generates the highest level of alpha. READ MORE

  4. 18. Expected equity fund investor returns and the level of management fees - a study of Swedish funds and the relationship between managment fees and excess return

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Mattias Ivermark; [2016-05-26]
    Keywords : management fees; CAPM; mutual equity funds; alpha; excess return; Swedish funds; fund return;

    Abstract : The cost to investors of investing in mutual equity funds through management fees, could be substantial when compared to the return they generate. If the fees are fairly set, they should give investors a high excess return, termed alpha, when compared to a passive benchmark. READ MORE

  5. 19. The Low Risk Anomaly Evidence from Sweden

    University essay from Göteborgs universitet/Graduate School

    Author : Anton Brodén; Jonathan Fransson; [2015-07-13]
    Keywords : ;

    Abstract : This paper finds that the low risk anomaly is present on NASDAQ OMX Stockholm during January 2005 until December 2014. The result has been produced with a survivorship bias-free sample, consisting of 25 108 firm-month observations in total. READ MORE

  6. 20. Socially Responsible Investments : Are investors paying a price for investing ethically?

    University essay from

    Author : Ulrica Arvidsson; Ebba Ljungbergh; [2015]
    Keywords : Socially Responsible Investments SRI ; Ethical investments; Performance evaluation; Risk-adjusted performance; Carhart s four-factor model; Mutual funds;

    Abstract : The aim of this study is to evaluate the difference in performance and management fees between ethical and conventional mutual funds registered in Sweden. Our dataset consists of 49 ethical and 254 conventional funds, estimated on a 10-year period of time between January 2005 to January 2015. READ MORE