Sökning: "Actively managed equity funds"

Visar resultat 16 - 20 av 36 uppsatser innehållade orden Actively managed equity funds.

  1. 16. On fees and performance in the premium pension system : A study of the determinants of mutual fund fee and risk-adjusted return within the Swedish premium pension system

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Hanna Larsson; Daniel Gustafsson; [2017]
    Nyckelord :pension; fee; size; performance; active management;

    Sammanfattning : Pension is a subject that soon or later affects all individuals in society. Within the premium pension system mutual fund fees are an important factor to consider since it can erode savings. This study investigates fees and performance of all mutual funds that existed in the premium pension system (PPS) between 2004 and 2016. LÄS MER

  3. 17. Unbundled costs of transactions and external research as characteristics of actively managed Swedish mutual funds

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

    Författare :Tim Floderus; Hemming Svensson; [2017]
    Nyckelord :mutual fund performance; MiFID II; sell-side research; unbundling; best execution;

    Sammanfattning : Using a unique dataset of 85 actively managed Swedish mutual funds investing in the Swedish equity markets, we study fund characteristics regarding cost structures. We find that the highest spenders on external research are large cap funds not managed by banks. LÄS MER

  4. 18. Is it worth getting active? A study on active share and fund performance in Sweden

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

    Författare :Erik Eidvall; Jonathan Enqvist; [2017]
    Nyckelord :Mutual fund; Closet indexing; Active share; Tracking error; Active fund management;

    Sammanfattning : The occurrence of closet index funds has been widely debated in Sweden in recent years. This study examines whether a higher level of mutual fund activity, measured by the two fund activity measures active share and tracking error, correlates with higher fund returns. LÄS MER

  5. 19. Actively Managed Investments : A comparison of US hedge and equity mutual funds

    Master-uppsats, Högskolan i Jönköping/IHH, Företagsekonomi

    Författare :Erik Andrén; Oskar Fors; [2017]
    Nyckelord :Equity mutual funds; Hedge funds; Sortino ratio; Sharpe ratio; Fama-French three-factor model;

    Sammanfattning : Over the past years, the total assets under management among hedge funds and equity mutual fundshave increased significantly. The question from an investor point of view iswhich investment vehicle can provide the greatest return adjusted for risk. LÄS MER

  7. 20. Statistical Arbitrage & Fund Performance: An Empirical Analysis of Fund Returns

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Magnus Berg; Christoffer Knutsson; [2017]
    Nyckelord :Statistical Arbitrage; Fund Performance; Net Returns; Business and Economics;

    Sammanfattning : Fund companies and banks argue that letting them manage one’s money is a wise decision. They argue that they are able to create substantial growth in value for the investor without requiring any other input than a small fee and an amount to be invested. This essay tests this claim in a two folded analysis. LÄS MER