Sökning: "Beatrice Jensen"

Hittade 1 uppsats innehållade orden Beatrice Jensen.

  1. 1. Performance Evaluation of Swedish Ethical and Non-Ethical Funds

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

    Författare :Elin Eliasson; Beatrice Tengblad; [2010]
    Nyckelord :Performance Evaluation; Mutual Funds; Ethical Funds; Portfolio Change Measure of Performance; SRI;

    Sammanfattning : In this thesis we investigate whether there is a difference in performance between Swedish ethical and non-ethical funds. We use the Portfolio Change Measure of Performance developed by Grinblatt and Titman (1993) which is based on fund holdings and Jensen’s alpha obtained from the CAPM on an index level and on a fund level. LÄS MER