Sökning: "Mutual Fund"
Visar resultat 1 - 5 av 259 uppsatser innehållade orden Mutual Fund.
1. Mutual Fund Investment Flows in Sweden
Kandidat-uppsats, Stockholms universitet/Nationalekonomiska institutionenSammanfattning : .... LÄS MER
2. Do Swedish fund managers create value? A study on the skill of fund managers of actively managed Swedish funds
C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : This thesis investigates the performance and skill of fund managers in the Swedish mutual fund industry, challenging the traditional view that actively managed funds underperform the market. Utilizing a novel approach, the study defines skill as 'realized value added', which incorporates gross alpha and assets under management. LÄS MER
3. ESG Balancing the Books and the Planet: A Quantitative Analysis of Risk-Adjusted Returns in ESG and Traditional Funds
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : The demand for sustainable investment has increased in the last decade. “Environmental, Social and Governance” (ESG) are characteristics within sustainable investment and are commonly considered in private investing. LÄS MER
4. Market Value Implications of Increasing Passive Investing
Kandidat-uppsats,Sammanfattning : This study examines if recent years’ popularity and large inflow of money to passive index funds have led to inflated prices in the Swedish equity market. The problem was investigated by studying the net fund flows to passive funds and comparing them to active funds over time to measure to what extent they affect the market price-to-earnings ratio. LÄS MER
5. The illiquidity exposure factor: An overlooked driver of mutual fund performance
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This paper examines if Swedish-focused mutual funds with more illiquid holdings produce higher alpha. By extending the classic Fama and French five-factor model, we pinpoint the effect of illiquidity in underlying holdings on mutual fund alpha generation through a two-step regression model with data between 2019-2022. LÄS MER