Sökning: "Fund Performance"

Visar resultat 6 - 10 av 379 uppsatser innehållade orden Fund Performance.

  1. 6. The illiquidity exposure factor: An overlooked driver of mutual fund performance

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Jakob Häger; Tim Hansson; [2023-06-29]
    Nyckelord :Illiquidity; liquidity; mutual funds; fund performance; factor models; alpha;

    Sammanfattning : This paper examines if Swedish-focused mutual funds with more illiquid holdings produce higher alpha. By extending the classic Fama and French five-factor model, we pinpoint the effect of illiquidity in underlying holdings on mutual fund alpha generation through a two-step regression model with data between 2019-2022. LÄS MER

  3. 7. Pursuit of Excess Returns: Deciphering Performance in European Buyout Funds A Detailed Exploration of Relative Returns and Their Determinants

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Gustav Blomdahl; Erik Hillestad Andréasson; [2023-06-29]
    Nyckelord :;

    Sammanfattning : This paper investigates the relative performance of European buyout funds compared to public markets. Using a sample of mature buyout funds, obtained from European limited partners, with vintages between 1995 and 2013, we find that a European buyout fund, on average, outperforms the STOXX Europe 600 index by 52% over its lifetime. LÄS MER

  4. 8. A valuation of Swedish hedge fund performance

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

    Författare :Elis Grönqvist; Johan Wennerström; [2023-02-09]
    Nyckelord :;

    Sammanfattning : In this thesis we present annual returns of Swedish hedge funds sorted by investment strategies and investigate which strategy performs best and how the Fama-French factors: market premium, value premium and growth premium affect these returns. The Fama-French three-factor model is built on the Capital Asset Pricing Model which tries to describe the relationship between the expected return of an asset and the risk of the asset compared to the market. LÄS MER

  5. 9. Does the Fee Affect the Performance of Real Estate Funds? : An Explanatory Study on the Swedish, Norwegian, Finnish Market

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Nellie Rönnqvist; Oskar Vigren; [2023]
    Nyckelord :Mutual funds; Real estate funds; Annual fee; Risk-adjusted return; Real estate market; Investors; Performance; Diversification; Savings; Efficient Market Hypothesis; Relationship; Motive; Sweden; Norway; Finland;

    Sammanfattning : Over the past decades, investing and saving in mutual funds has become a popular alternativefor generating returns. Interest continues to grow and is widespread among different types ofinvestors, ranging from small-scale savers to professional investors, as well as differentgeographic markets. LÄS MER

  7. 10. Preferences for carbon information : a Discrete Choice Experiment with Swedish non-professional investors

    Master-uppsats, SLU/Dept. of Economics

    Författare :Mahesh Kumar Shrestha; [2023]
    Nyckelord :discrete choice experiment; investment preference; GHG target; carbon information; target progress; carbon disclosure; non-professional investors; impact investing; sustainable and responsible investments; SRI;

    Sammanfattning : GHG targets, an aspect of carbon disclosure are an integral part of corporate carbon management and overall carbon accounting. GHG targets and the target-related attributes – including target difficulty, target progress, and external validation of target as a science-based target, along with past GHG emission performance are attributes related to carbon information that is increasingly included in the corporate carbon disclosures. LÄS MER