Sökning: "Equity mutual funds"

Visar resultat 16 - 20 av 95 uppsatser innehållade orden Equity mutual funds.

1. 16. Evaluation regarding the US fund market : A comparison between different US fund risk classes and their performance

   Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Författare :Victor Sjöstrand; Albert Svensson Kanstedt; [2021]
   Nyckelord :Standard deviation; US Equity Funds; S P 500; CAPM; Efficient Market Hypothesis; random walk.;

   Sammanfattning : The intent of this thesis is to investigate how US equity funds performance differ due to their standard deviation. In order to accomplish this study, we collected daily data for 99 US equity funds for the period 2011-2020 and divided the funds into three risk classification groups based on their standard deviation for the year 2011. LÄS MER

3. 17. 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

4. 18. A Wolf In Sheep's Clothing, A study about potential closet indexing in the Swedish equity mutual fund industry.

   Kandidat-uppsats,

   Författare :Philip Dufwa; Johan Johansson; [2020-08-20]
   Nyckelord :Active Share; Tracking error; Fund activity; Fees; Mutual funds; Closet indexing; Index hugging;

   Sammanfattning : We measure the activity of Swedish domiciled equity mutual funds with Sweden as geographical investment universe, by calculating their active share with respect to major market indices like OMX30 GI and OMX Small Cap TR and retrieving tracking error and r-squared from Bloomberg. Afterwards we calculate the cost to investors by comparing the cost of investing in comparable explicit index funds and the cost of the closet indexers. LÄS MER

5. 19. Active fund management or passive index cruising?

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Joel Johansson; Gustav Osbeck; [2020-08-07]
   Nyckelord :;

   Sammanfattning : How should an investor pick funds to invest in? What is the best strategy, picking active or passive funds? It’s hard to navigate the fund landscape when there is ambiguous evidence and advice coming from different directions. Do fund managers outperform the market and passive funds? Do they bring something extra of value to the table in regards to their high management fees? The question seems almost age-old at this point, from dart throwing monkeys outperforming high profile fund managers to famous investors proclaiming that active fund management is dead, it’s hard to know what is really true about active versus passive fund management. LÄS MER

7. 20. Are Women the Real Alpha Males? Gender differences through the lense of performance and risk in the Swedish mutual fund industry

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Albin Helgesson; Clara Lindblad; [2020-07-01]
   Nyckelord :Mutual Funds; Gender Differences; Risk Behavior; Performance;

   Sammanfattning : This master thesis examines gender differences between Swedish mutual fund managers concerning fund performance and risk behavior. The examined period extends from January 2015 to December 2019 and the data consist of 421 mutual equity funds of which 17% are mutual funds’ managed by females. LÄS MER