Sökning: "Zakarias Bergstrand"

Hittade 2 uppsatser innehållade orden Zakarias Bergstrand.

  1. 1. Focused Funds – How Do They Perform in Comparison with More Diversified Funds?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Zakarias Bergstrand; [2014]
    Nyckelord :Focused Funds; Portfolio Performance; Portfolio Management; Factor Models; Business and Economics;

    Sammanfattning : The purpose of this thesis is to determine whether or not focused funds can outperform bigger and more diversified funds, both in mean return and in its relation to risk taking. The data used in this thesis consist of 67 Swedish mutual funds, one benchmark index and 129 stocks. All data is from the period 2007-2011. LÄS MER

  3. 2. Svenska fonder - En prestationsutvärdering

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Zakarias Bergstrand; Alexander Weinhagen; [2012]
    Nyckelord :Jensen’s alfa; Tracking-Error; Modigliani-squared; Henriksson and Merton; Spearman’s Rank Correlation Coefficient; Business and Economics;

    Sammanfattning : We have in this thesis studied 131 Swedish mutual funds during the period of 2007-01-01 until 2012-01-01 and the period of 2010-01-01 until 2012-01-01 where the mutual funds in majority have their assets placed in the Swedish market. We have chosen to do a performance evaluation by using Jensen´s alfa, Tracking-Error, Modigliani-squared and Henriksson and Merton´s test for the selection and timing ability. LÄS MER