Sökning: "Benchmark-Adjusted Return"

Hittade 2 uppsatser innehållade orden Benchmark-Adjusted Return.

1. 1. Do Active Fund Managers Outperform their Peers? A Study of Active Management and Performance in the Swedish Mutual Fund Market

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :William Levay; Karl Wallén; [2022]
   Nyckelord :Active Share; Tracking Error; Benchmark-Adjusted Return; Alpha; Benchmark Index;

   Sammanfattning : Primarily, the purpose of this paper is to examine the relationship between active management and fund performance in the Swedish mutual fund market, 2010-2021. Two measures of active management are used: Active Share and Tracking Error. LÄS MER

3. 2. How Good Are Analysts at Handling Crisis? - A Study of Analyst Recommendations on the Nordic Stock Exchanges during the Great Recession

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Erika Madebrink; Camilla Sahlin; [2014]
   Nyckelord :analyst recommendations; analyst performance; the Great Recession; flight-to- safety;

   Sammanfattning : The purpose of this thesis is to gain better understanding of the value of analyst recommendations. We show, by studying analyst consensus recommendations on four Nordic stock exchanges that during the Great Recession analysts' ability to generate profitable stock recommendations declined. LÄS MER