Sökning: "Actively managed equity funds"

Visar resultat 21 - 25 av 36 uppsatser innehållade orden Actively managed equity funds.

  1. 21. Competition in the U.S. Mutual Fund Industry: A performance evaluation of actively managed domestic equity mutual funds

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Adam Öster; [2017]
    Nyckelord :Performance evaluation; equity mutual fund; CAPM; Jensen´s alpha; OLS regression; Business and Economics;

    Sammanfattning : I evaluate a total of 204 U.S. equity mutual funds split into one major group and one additional group for the time period 2002-2016. The major group consists of the ten largest U. LÄS MER

  3. 22. The older the fiddle, the sweeter the tune? A study of the relationship between age and performance of actively managed Nordic equity mutual funds

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

    Författare :Gabriel Yousef; Henning Elmberger; [2017]
    Nyckelord :Age and performance; Nordic equity mutual fund performance;

    Sammanfattning : This paper studies the relationship between the performance and the age of equity mutual funds in the Nordics. This is an important question because most institutional investors require funds to have existed for at least two to three years before investing in them. LÄS MER

  4. 23. Commodity Futures Investing from a Swedish Pension Fund Perspective

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Linn Nilsson; Tilda Wikström; [2016-10-07]
    Nyckelord :commodity futures; pension funds; AP-funds; portfolio efficiency; intersection-test; mean-variance spanning test; DCC GARCH;

    Sammanfattning : Our study examines if the Swedish General Pension funds (AP-funds) could benefit from investing in commodity futures derivatives, which they are currently prohibited from. The effect of adding commodity futures to the holdings of the AP-funds is examined during the period 2001 to 2015, with extended analyses on accumulated bull and bear periods. LÄS MER

  5. 24. Svenska aktivt förvaltade aktiefonder - Aktivitetsgradens påverkan på förvaltningsavgiften

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Niklas Jappler; Victor Timborn; [2016-06-29]
    Nyckelord :active management; management fee; equity funds; Active Share; tracking error; turnover ratio; treynor ratio; sharpe ratio; risk-adjusted return; efficient market hypothesis;

    Sammanfattning : Background: Great attention was paid to the level of activity of Swedish actively managed equity funds in December 2014. The National Association of Share Investors reported Swedbank Robur to the Board for Consumer Complaints (ARN). It was the management of their funds Allemansfond Komplett and Kapitalinvest which was criticized. LÄS MER

  7. 25. Aktiv och passiv fondförvaltning på den svenska marknaden : en kvantitativ studie om fonders avgift och avkastning

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Amanda Finskas; Mikaela Westerback; [2016]
    Nyckelord :Active fund management; passive fund management; equity funds; management fees; risk - adjusted returns; benchmark index.; Aktiv fondförvaltning; passiv fondförvaltning; aktiefonder; förvaltningsavgift; riskjusterad avkastning; jämförelseindex;

    Sammanfattning : Background: In Sweden one of the most common ways of saving money is through funds and investors have many options to choose between. It depends on the risks you are willing to take, the expected return and size of management fees. The fees charged by the management company varies a lot depending on if the funds are managed actively or passively. LÄS MER