Sökning: "Abnormal Returns Of Swedish Equity Funds"

Visar resultat 1 - 5 av 7 uppsatser innehållade orden Abnormal Returns Of Swedish Equity Funds.

  1. 1. Ett hållbarhetsmåtts påverkan på fondavkastning : En eventstudie om huruvida svenska småbolagsfonder uppvisar över- eller underavkastning i samband med annonseringen av ett hållbarhetsbetyg från Morningstar respektive vid erhållandet av ett högt betyg när måttet lanseras.

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Fanny Ögren; [2021]
    Nyckelord :CAPM; Eventstudie; Hållbara investeringar; Fonder; Morningstar Sustainability Rating; ESG; Marknadsmodellen; Abnormal avkastning.;

    Sammanfattning : Sustainable investments have become the fastest growing investment trend that has been observed for several years. However, the opinions on whether a sustainable investment - in addition to being better in terms of sustainability - also generates higher returns or not, differs. LÄS MER

  3. 2. Mutual Fund Performance : An analysis of determinants of risk-adjusted performance for mutual equity funds available for Swedish investors

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Sandra Carlsson; Erica Eikner; [2020]
    Nyckelord :Mutual equity funds; risk-adjusted performance; Total Expense Ratio; fund characteristics; Swedish investors; Efficient Market Hypothesis; Carhart four factor model; Sweden;

    Sammanfattning : The mutual fund industry in Sweden has grown rapidly over the past years. Research has been made on the topic for over 50 years, however there are still uncertainties about the determinants of fund performance. LÄS MER

  4. 3. The Era of Socially Responsible Investing: Performance of Swedish Socially Responsible Funds During Market Crises

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

    Författare :Johan Skantz; Adam Björndal; [2019]
    Nyckelord :Socially responsible investing; Equity mutual funds; Market crises; Swedish fund market; Fund performance evaluation;

    Sammanfattning : Using a unique dataset of 160 Swedish equity mutual funds over the 2000-2016 period, this paper provides a comprehensive analysis of the performance of socially responsible funds. Compared to characteristics-matched conventional funds, socially responsible funds outperform during periods of market crises. LÄS MER

  5. 4. Differences in Value Creation - Hedge Fund versus Private Equity Activism - A cross-national comparison between Germany and Sweden

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

    Författare :Bjoern Henatsch; Korbinian Kummer; [2019]
    Nyckelord :Activism; Private Equity; Hedge Funds; Abnormal Returns; Value Creation;

    Sammanfattning : Shareholder activism is on the rise all across the globe. Two of the most prominent and active players in the field are private equity investors and hedge funds. This paper analyzes announcement returns for a hand-collected sample of activist campaigns following the financial crisis in Germany and Sweden. LÄS MER

  7. 5. The Alleged Value of Active Management

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

    Författare :Simon Lönnvik; Pär Hugo-Persson; [2014]
    Nyckelord :Mutual Funds; Active Share; Tracking Error; Closet Indexing; Performance;

    Sammanfattning : The activity of Swedish all-equity mutual funds have been subject to widespread debate and even brought to court. This paper investigates the alleged value of Swedish all-equity mutual funds by performing a holding analysis, i.e. comparing the allocation of investments against index. LÄS MER