Essays about: "thesis on mutual funds"

Showing result 16 - 20 of 75 essays containing the words thesis on mutual funds.

1. 16. 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

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

   University essay from 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

4. 18. 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)

   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

5. 19. Risk Modeling of Sustainable Mutual Funds Using GARCH Time Series

   University essay from KTH/Matematisk statistik

   Author : Erik Malmgren; Annie Zhang; [2020]
   Keywords : GARCH; ARMA-GARCH; Risk Modeling; Time Series; Volatility; Value at Risk; Sustainable Investments; SRI; ESG; Mutual Funds; Morningstar; GARCH; ARMA-GARCH; Riskmodellering; Tidsserie; Volatilitet; Value at risk; Hållbara investeringar; SRI; ESG; Fonder; Morningstar;

   Abstract : The demand for sustainable investments has seen an increase in recent years. There is considerable literature covering backtesting of the performance and risk of socially responsible investments (SRI) compared to conventional investments. READ MORE

6. 20. Assessing the development and climate finance for renewable energy: An application of effectiveness framework for the case of Mongolia

   University essay from Lunds universitet/Internationella miljöinstitutet

   Author : Delgermaa Begz; [2020]
   Keywords : development finance; climate finance; renewable energy; Mongolia; effectiveness principles; Earth and Environmental Sciences;

   Abstract : To accelerate sustainable development and mitigate climate change, an increasing amount of finance is being mobilized for the deployment of renewable energy (RE) in developing countries from bilateral and multilateral donors and climate funds. Even though this trend is present in Mongolia, there is still a lack of knowledge about how effective these efforts have been for renewable energy development in the country. READ MORE