Essays about: "thesis in risk and return on mutual fund"

Showing result 1 - 5 of 18 essays containing the words thesis in risk and return on mutual fund.

  1. 1. Applying Treynor-Black Model with AP7 Såfa in the Swedish Premium Pension System : To choose between active and passive portfolio management

    University essay from Karlstads universitet/Handelshögskolan (from 2013)

    Author : Albin Tyllgren; [2021]
    Keywords : Index Funds; Mutual Funds; Premium Pension System; Treynor-Black Model;

    Abstract : Background: Since 1998 Sweden has individual accounts as a part of both public and occupational schemes (Sundén 2006). Yearly, 2,5% of the pensionable income is set aside to the premium pension (The Swedish Pension Agency 2021) Individuals are able to choose how the premiums should be paid in the system and in what way the money should be invested, either by choosing from the fund market or by refraining from making an active choice and instead let the Swedish pension agency management their money in the passive alternative called AP7 Såfa. READ MORE

  2. 2. A Comparative Study on Green Mutual Equity Fund’s Financial Performance : International vs Domestic Fund Composition

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Janusa Aiyadurai; Mathias Brenckert; [2020]
    Keywords : Risk-adjusted rate of return; mutual fund; performance; green investing; international diversification; Modern Portfolio Theory; Stewardship Theory; Home Bias Theory; Behavioral Finance; Sharpe Index; Jensen Index; Treynor Index;

    Abstract : In this thesis the relationship between regional composition and risk-adjusted performance is evaluated concerning Swedish issued green mutual equity funds. By using three different indices; Sharpe, Jensen and Treynor, a relationship has been able to establish. READ MORE

  3. 3. Are Mutual Fund Managers’ Compensation Reasonable In Relation To Their Contributions? : - A study regarding actively managed mutual funds

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS); Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Maximiliam Nilsson; Gusten Hansson; [2020]
    Keywords : Mutual funds; Actively managed funds; Risk-adjusted performance; Outperformance; Compensation structure; Performance-based compensation; Incentives; Fund inflows; Panel data;

    Abstract : This thesis aims to investigate fund managers salaries in relation to their contributions. The study is conducted on the Swedish fund market under a period over five years, 2014-2018, and include 332 funds. The result observed shows a positive relation between salaries and risk-adjusted performance. READ MORE

  4. 4. Sustainable Mutual Funds and Investor Behavior: A Study on Swedish Sustainable Mutual Equity Funds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Oliver Odeback; Adam Landberg; [2019]
    Keywords : Sustainability; Socially Responsible Investment; Sustainable Funds; Performance; Fund Flow;

    Abstract : In this thesis, we examine the financial performance, the performance-sensitivity of investors, and the volatility of investor fund flow of Swedish sustainable mutual equity funds. To analyze the financial performance of the funds, we use the Capital Asset Pricing Model, the Fama-French three-factor model and Carhart's four-factor model, and to assess the difference in financial return between sustainable and conventional funds, we include a dummy variable. READ MORE

  5. 5. 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