Sökning: "Jensen s Alpha"
Visar resultat 16 - 20 av 83 uppsatser innehållade orden Jensen s Alpha.
16. Performance of Swedish sustainable equity funds during Covid-19 : a comparative study on sustainable and conventional equity funds
Master-uppsats, SLU/Dept. of EconomicsSammanfattning : The interest for sustainable equity funds has increased globally and especially in Sweden the last years. The Swedish and Scandinavian fund markets have grown to be seen as frontrunners for sustainable investments. LÄS MER
17. Passivt och aktivt förvaltade fonder - En studie om relationen mellan förvaltningsstil och riskjusterad avkastning.
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The purpose of this thesis is to examine whether active fund management gives higher risk adjusted returns in comparison to index funds. This will be done by the use of three different performance measures, Sharpe ratio, Treynor ratio, and Jensen’s Alpha, the aim is to examine 116 mutual funds in the Swedish fund market over the time period of 2016-2021. LÄS MER
18. MSCI Climate Paris Aligned Indices : A quantitative study comparing the performance of SR indices and their conventional benchmark indices
Kandidat-uppsats, Umeå universitet/FöretagsekonomiSammanfattning : There is no clear consensus about whether green investments perform better, worse orequal to conventional brown investments. With the rising popularity of socialinvestments, it becomes increasingly important to understand these investments. LÄS MER
19. Does the Active Country Momentum Portfolio Beat the Passive Market Portfolio? : an empirical study on exchange-traded funds
Master-uppsats, Örebro universitet/Handelshögskolan vid Örebro UniversitetSammanfattning : The thesis examines the strategy of country momentum and is evaluated with 30 different country exchange-traded funds (ETFs) for the period 1996-2018. The empirical evaluation is designed to apply different formation- and holding periods with overlapping portfolios. LÄS MER
20. Modern Portfolio Theory Combined With Magic Formula : A study on how Modern Portfolio Theory can improve an established investment strategy.
Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)Sammanfattning : This study examines whether modern portfolio theory can be used to improve the Magic Formula investment strategy. With the assets picked by the investment strategy we modify the portfolios by weighting the portfolios in accordance with modern portfolio theory. LÄS MER