Essays about: "thesis on mutual funds"

Showing result 11 - 15 of 75 essays containing the words thesis on mutual funds.

1. 11. Morningstar Ratings, Mutual Fund Flows and Performance : Investigating the Swedish Domestic Fund Market

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : DAVID OHLSSON; [2021]
   Keywords : Morningstar Ratings; Mutual Funds; Fund Flows; Performance; Four-Factor Alpha; Sharpe Ratio; Morningstar Ratings; Fonder; Fondflöden; Prestanda; Carharts Alfa; Alfa; Sharpekvot;

   Abstract : Morningstar ratings are a popular way for investors to compare mutual funds. This thesis focuses on Swedish domestic equity funds. The relation of Morningstar ratings and fund flows was studied. Additionally, the short-term performance predictability using star ratings was investigated. READ MORE

3. 12. 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)

   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

4. 13. 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

5. 14. Information asymmetry in mutual funds’ sustainability communication and its effects on sustainable development

   University essay from SLU/Dept. of Economics

   Author : Gunnar Wahlqvist Odenman; Filip Nordgren Motsanos; [2021]
   Keywords : Information asymmetry; communication; sustainability; content analysis; noise; SFDR; sustainable finance disclosure regulation; mutual funds; KIID; key investor information document; qualitative content analysis; adverse selection;

   Abstract : Information asymmetry with regards to sustainable investments limits private investors’ ability to make educated investment choices. This thesis explores how information asymmetry can materialize in the sustainability communication of five mutual funds through a qualitative content analysis of Key Investment Information Documents. READ MORE

6. 15. 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