Sökning: "Fund Flows"

Visar resultat 6 - 10 av 62 uppsatser innehållade orden Fund Flows.

1. 6. Exploring the Issues with ESG assessments in Investment Decision-Making : Insights from the Swedish Fund Market

   Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

   Författare :Victoria Engström Kindmark; Ellen Surtevall; [2023]
   Nyckelord :ESG assessment; ESG rating; issues; challenges; sustainable investing; investment decision; mutual funds; ESG-bedömning; ESG betyg; utmaningar; svårigheter; hållbara investeringar; investeringsbeslut; fonder;

   Sammanfattning : Sustainable investing has seen a significant increase in the past years and is continuing to gain momentum with the constant rise of awareness and concern of the climate crisis. It is necessary for modern mutual fund companies to conduct ESG assessments as it provides a comprehensive understanding of a firm's sustainability performance, and identifies potential risks and opportunities which lay ground for investment decisions. LÄS MER

3. 7. Optimizing the Cash Reserve in a Portfolio of US Life Insurance Policies

   Master-uppsats, Linköpings universitet/Produktionsekonomi

   Författare :Alva Happe; Wassim Seifeddine; [2022]
   Nyckelord :portfolio optimization; risk management; monte carlo; value at risk; life settlements; longevity risk; cash reserve; closed-end fund;

   Sammanfattning : Hoarding a too large cash reserve is often unfavourable due to lost investment opportunities. Similarly, an insufficient cash reserve can be detrimental, as one might fail to meet payment obligations. Finding the optimal balance is nothing that is done in the blink of an eye, particularly when the underlying variable is stochastic, e.g. LÄS MER

4. 8. Run to the -sustainable- hills? An exploration of ESG fund flows in the US market in response to Flight-To-Safety periods

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Jonathan Rolon Acevedo; [2022]
   Nyckelord :Sustainable Finance; Fund Flows; Flight-To-Safety; Safe Haven Assets; ESG; VIX; Business and Economics;

   Sammanfattning : Funds flowing into Environmental, Social, and Governance (ESG), Non-ESG, and Precious Metal funds (as a proxy to a safe haven asset) are analyzed for 440 such funds in the United States during Flight-To-Safety (FTS) episodes to determine if investors perceive safe-haven-like properties in ESG funds by shifting funds into this group. FTS episodes represent brief rotations of funds into safer assets to preserve capital during burst of market volatility. LÄS MER

5. 9. Do investors care about ESG when markets turn sour? Evidence from the mutual fund industry during the COVID-19 crisis

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

   Författare :Marlene Rosenberger; Mohammed Albarbari; [2022]
   Nyckelord :ESG investing; Sustainable investment; Mutual fund flows; Mutual fund returns; COVID-19 crisis;

   Sammanfattning : This thesis empirically examines the effect of the sustainability rating on sustainable fund returns and fund flows to gain a better understanding of the motivation underlying sustainable investing. By conducting panel regression analyses as well as Difference in Difference analyses on a selected sample of EU equity funds, we show that under normal market conditions sustainable funds outperform conventional funds. LÄS MER

7. 10. 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