Sökning: "fund performance persistence"

Visar resultat 1 - 5 av 27 uppsatser innehållade orden fund performance persistence.

  1. 1. Överprestation och uthållighet i aktivt förvaltade fonder

    Kandidat-uppsats, Karlstads universitet/Handelshögskolan (from 2013)

    Författare :Lukas Augustsson; Victor Löfgren; [2021]
    Nyckelord :Persistence; funds; overperformance; jensens; alpha; treynor; sharpe; Uthållighet; fonder; överprestation; jensens; alfa; treynorkvot; sharpekvot;

    Sammanfattning : Det pågår diskussioner huruvida aktivt förvaltade fonder lyckas generera en bättre avkastning än marknaden. Ett argument för att investera i en aktivt förvaltad fond är att fondförvaltaren aktivt handlar värdepapper i syfte att uppnå hög avkastning. LÄS MER

  3. 2. Swedish Mutual Fund Performance and Persistence

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

    Författare :Ludvig Harting; Lucas Johnson; [2021]
    Nyckelord :Swedish Mutual Funds; Performance; Persistence; ESG; Small Cap;

    Sammanfattning : This paper presents an overview of the Swedish mutual fund industry and investigates the prevalence of performance persistence using a sample of 139 funds during 2005 - 2020. The study is conducted using the Capital Asset Pricing Model for determining funds' alpha during a specific period, and analyses if an investment strategy based on past performance can consistently generate returns in excess of the market. LÄS MER

  4. 3. Empirical Study on the Performance of Hedge Funds in China

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

    Författare :Weiwei Zhang; [2020]
    Nyckelord :Hedge funds; China; Performance; Persistence; Uncertainty;

    Sammanfattning : China is one of the most popular emerging markets, and the fund management industry has experienced rapid growth during the past decade, especially private funds. Although the regulatory regimes were underdeveloped at first, the government realized that it was important to improve the related regulation to address this problem. LÄS MER

  5. 4. European Private Equity Fund Performance

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Fredrik Englesson; [2020]
    Nyckelord :Private Equity; Public market equivalent; Performance evaluation; Business and Economics;

    Sammanfattning : In this study, we evaluate the performance of 395 private equity funds by European private equity firms between 1989 and 2018, using real cash flow data gathered from Preqin. The evaluation involves using absolute- and relative performance measures. LÄS MER

  7. 5. Expert Illusion - Evaluating Persistence in Mutual Fund Performance

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jacob Magnusson; [2018]
    Nyckelord :Spearman s coefficient; contingency tables; performance persistence; Alpha; Business and Economics;

    Sammanfattning : This study evaluates mutual fund performance persistence using contingency tables and Spearman's rank correlation. Performance is measured with alpha. The results from evaluating 1248 US mutual funds in the period 2005-2017 indicate that one-year performance persistence does not exist. LÄS MER