Essays about: "thesis on mutual funds"

Showing result 1 - 5 of 64 essays containing the words thesis on mutual funds.

  1. 1. Performance Evaluation of Swedish and German Actively Managed Mutual Funds

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Robin Cederdahl; Simon Olofsson; [2021-02-18]
    Keywords : ;

    Abstract : There are many studies examining the performance of actively managed mutual funds in different markets. The results of these studies vary depending on the used model and market. READ MORE

  2. 2. Evaluation regarding the US fund market : A comparison between different US fund risk classes and their performance

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO); Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Victor Sjöstrand; Albert Svensson Kanstedt; [2021]
    Keywords : Standard deviation; US Equity Funds; S P 500; CAPM; Efficient Market Hypothesis; random walk.;

    Abstract : The intent of this thesis is to investigate how US equity funds performance differ due to their standard deviation. In order to accomplish this study, we collected daily data for 99 US equity funds for the period 2011-2020 and divided the funds into three risk classification groups based on their standard deviation for the year 2011. READ MORE

  3. 3. 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

  4. 4. ESG Investing; Does it come with a Financial Sacrifice?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Charlie Tenggren; Jesper Carlsson; [2021]
    Keywords : ESG; Mutual funds; Portfolio theory; Risk-adjusted performance; Investment risk; Business and Economics;

    Abstract : Sustainability issues have been a growing concern in recent years, and as a consequence, the demand for sustainable investments has drastically increased. When considering sustainable investments, common factors taken into account are Environmental, Social, and Governance aspects referred to as ESG. READ MORE

  5. 5. The difference in risk adjusted performance between socially responsible and conventional equity mutual funds - Evidence from Sweden

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Sebastian Alm; Otilia Esping; [2020-07-01]
    Keywords : ;

    Abstract : This thesis aims to study the difference in risk-adjusted performance between socially responsible (SR) and conventional equity mutual funds from a Swedish perspective. The study uses mutual fund data from the time-period January 2010 to January 2020. READ MORE