Sökning: "Mats Kronborg"

Hittade 1 uppsats innehållade orden Mats Kronborg.

  1. 1. Performance Evaluation of European Green Mutual Funds - Is There an Economic Trade-Off?

    Kandidat-uppsats,

    Författare :Emil Andreasson; Mats Kronborg; [2017-06-27]
    Nyckelord :Green Funds; Conventional Funds; Performance Evaluation; European Focus; Risk-Adjustment Returns; Sharpe Ratio;

    Sammanfattning : In this thesis, we investigate the financial performance of European green and conventional mutual equity funds over the 2007 – 2017 period. We applied the Carhart (1997) four-factor model over three different periods, and find evidence that the risk-adjusted alphas are not statistically different. LÄS MER