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Showing result 11 - 15 of 18 essays matching the above criteria.

1. 11. Focused Funds – How Do They Perform in Comparison with More Diversified Funds?

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Zakarias Bergstrand; [2014]
   Keywords : Focused Funds; Portfolio Performance; Portfolio Management; Factor Models; Business and Economics;

   Abstract : The purpose of this thesis is to determine whether or not focused funds can outperform bigger and more diversified funds, both in mean return and in its relation to risk taking. The data used in this thesis consist of 67 Swedish mutual funds, one benchmark index and 129 stocks. All data is from the period 2007-2011. READ MORE

3. 12. Do hedge funds yield greater risk-adjusted rate of  returns than mutual funds?A quantitative study comparing hedge funds to mutual funds and hedge fund strategies

   University essay from KTH/Matematisk statistik; KTH/Matematik (Avd.)

   Author : Oscar Börjesson; Sebastian Rezwanul HaQ; [2014]
   Keywords : Hedge fund; absolute returns; hedge fund strategies; regression analysis; mutual funds; risk-adjusted return; Sharpe ratio; Effective market hypothesis; Hedgefond; absolutavkastning; hedgefondsstrategier; regressionsanalys; aktiefond; riskjusterad avkastning; Sharpekvot; Effektiva marknadsteorin;

   Abstract : In recent times, the popularity of hedge funds has undoubtedly increased. There are shared opinions on whether hedge funds generate absolute rates of returns and whether they provide a strong alternative investment to mutual funds. READ MORE

4. 13. A case study on the risk-adjusted- financial performance of The Vice Fund : The risk-adjusted-financial performance of this fund will be evaluate through a comparison with an other mutual fund having a different investment strategy and with two benchmarks.

   University essay from Företagsekonomi

   Author : Arthur Bernardin; Camille Dumoussaud; [2013]
   Keywords : fund’s return; Sharpe’s ratio; normalized Sharpe’s ratio; modified Sharpe’s ratio; Treynor’s ratio; Jensen’s ratio; sin fund;

   Abstract : Nowadays, there is a debate about the possibility that sin stocks bring higher returns than other ones to the investors. This thesis is a case study on a mutual fund: The Vice Fund. This US fund has a specific investment strategy: it invests in sin stocks. READ MORE

5. 14. Aim For The Stars : Is it worth paying higher fees for funds within the Morningstar RatingTM system

   University essay from IHH, Redovisning och finansiering

   Author : Samir Cherro; Fadilj Sadiku; [2011]
   Keywords : Mutual Fund Performance; Morningstar Rating System; Total Expense Ratio; Risk-Adjusted Performance;

   Abstract : Morningstar is an independent provider of investment research and provide information on approximately 380 000 investment offerings about mutual funds. Morningstar are most known for their “star” rating system, which rates funds from the lowest 1-star to the highest 5-stars. READ MORE

6. 15. Is local market insight a successful strategy for fund managers? A comparative study of Japan funds

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Elin Johansson; [2008-02-05T14:18:56Z]
   Keywords : ;

   Abstract : Background: Interest for fund investments in Sweden is high with 95% of the Swedish people own shares in some kind of a fund including the Swedish pension system (PPM). The need to evaluate the performances of such funds has therefore increased accordingly. READ MORE