Sökning: "Equity mutual funds"

Visar resultat 6 - 10 av 95 uppsatser innehållade orden Equity mutual funds.

  1. 6. Do Active Fund Managers Outperform their Peers? A Study of Active Management and Performance in the Swedish Mutual Fund Market

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

    Författare :William Levay; Karl Wallén; [2022]
    Nyckelord :Active Share; Tracking Error; Benchmark-Adjusted Return; Alpha; Benchmark Index;

    Sammanfattning : Primarily, the purpose of this paper is to examine the relationship between active management and fund performance in the Swedish mutual fund market, 2010-2021. Two measures of active management are used: Active Share and Tracking Error. LÄS MER

  3. 7. Sustainable Investing: Effects on Portfolio Returns and Risk in a Nordic Setting

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

    Författare :Max Junestrand; Benjamin Wahlstedt; [2022]
    Nyckelord :ESG; Sustainable Finance; Corporate Social Responsibility; SRI; Sustainability Rating;

    Sammanfattning : ESG investing has gone from niche to mainstream, with the total AUM assigned to ESG-tilted portfolios growing by the day. The objective of this paper is to understand how the return and risk performance of Nordic mutual and exchange-traded funds differ based on sustainability ratings, as there is no consensus in the risk/reward payoff in ESG investing. LÄS MER

  4. 8. Light Green is the New Black: The EU SFDR as a Driver for Greenwashing in the Mutual Fund Industry?

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

    Författare :Niko Michl; Kolja Schmid; [2022]
    Nyckelord :ESG label; Greenwashing; SFDR; Mutual funds; Policy intervention;

    Sammanfattning : In March 2021, the European Commission enacted the Sustainable Finance Disclosure Regulation (SFDR), which requires mutual fund managers in the EU to disclose ESG-relevant information and to classify their products either as light green (Art. 8), dark green (Art. 9), or others (Art. 6). LÄS MER

  5. 9. Smart Money and Mutual Fund Family

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

    Författare :Zachary Matteucci; [2022]
    Nyckelord :Mutual Fund; Mutual Fund Family; Smart Money; Dumb Money; Mutual Fund Flow;

    Sammanfattning : This paper studies the smart money effect within mutual fund families by looking at monthly US equity open-ended mutual fund data between 2011 and 2019. Investors' money is said to be smart when it is able to predict future performance. LÄS MER

  7. 10. ESG and Risk-Adjusted Performance : A study on equity funds under Swedish management during the COVID-19 pandemic

    Kandidat-uppsats, Södertörns högskola/Nationalekonomi

    Författare :Clarissa Mao; Jawid Safa; [2022]
    Nyckelord :Socially responsible investment; ESG; Risk-adjusted performance; portfolio risk and standard deviation;

    Sammanfattning : This research study examines the risk-adjusted performance and portfolio risk of 60 large cap equity funds - mutual funds - under Swedish management. These funds apply environmental, social and governance criteria in their investment strategies. LÄS MER