Sökning: "Benjamin Hausel"

Hittade 1 uppsats innehållade orden Benjamin Hausel.

  1. 1. The Best of Ideas Fund

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Benjamin Hausel; Carl Möllerström; [2021]
    Nyckelord :Concentration; diversification; active equity mutual funds; Jensen’s alpha; Sharpe-ratio; regression analysis; risk-adjusted return; best of ideas; Business and Economics;

    Sammanfattning : We evaluated a sample of 78 diversified Actively Managed Equity Funds (AMEFs) with domestic holdings in Swedish stocks, in terms of historically risk-adjusted returns during the time period 2015-01-01 - 2019-12-31. Furthermore, we split our sample of AMEFs into two market capitalisation categories: Large/Mid-capitalisation (LMC) and Small/Mid- capitalisation (SMC). LÄS MER