Sökning: "Passive Investment"

Visar resultat 31 - 35 av 102 uppsatser innehållade orden Passive Investment.

1. 31. Samband mellan svenska aktiefonders avkastning och avgift med hänsyn till risk

   Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

   Författare :Gabriel Koriy; Johanna Jansson; [2021]
   Nyckelord :Absolute return; risk-adjusted return; sharpe ratio; information ratio; active risk.; Absolut avkastning; riskjusterad avkastning; sharpekvot; informationskvot; aktiv risk.;

   Sammanfattning : Förvaltning och avkastning hos fonder har forskats om i flera studier runt om i världen. Tidigare forskning har gett varierande resultat, där vissa studier visar på att det föreligger ett samband mellan en fonds avgift och avkastning, medan andra inte kan säkerställa ett sådant resultat. LÄS MER

3. 32. Active fund management or passive index cruising?

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

   Författare :Joel Johansson; Gustav Osbeck; [2020-08-07]
   Nyckelord :;

   Sammanfattning : How should an investor pick funds to invest in? What is the best strategy, picking active or passive funds? It’s hard to navigate the fund landscape when there is ambiguous evidence and advice coming from different directions. Do fund managers outperform the market and passive funds? Do they bring something extra of value to the table in regards to their high management fees? The question seems almost age-old at this point, from dart throwing monkeys outperforming high profile fund managers to famous investors proclaiming that active fund management is dead, it’s hard to know what is really true about active versus passive fund management. LÄS MER

4. 33. Market efficiency and index fund flow: An empirical study of the relationship between passive investment and broad-market efficiency

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Erik Larsson; Jacob Wergeland; [2020-07-08]
   Nyckelord :market efficiency; Hurst exponent; mutual fund flow; passive investments;

   Sammanfattning : An observable rise in the popularity of index funds have caused the index funds to, in 2017, capture 20% of total fund assets globally. A cornerstone of such passive investment is a belief in an efficiently priced security market. This paper aims to relate index fund flows with market efficiency during the period 2000-2019. LÄS MER

5. 34. Active versus Passive Investment : A China and Hong Kong comparison

   Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Författare :Johanna Karlsson; Didrik Brinkestam Persson; [2020]
   Nyckelord :Active Investment; CAPM; China; Hong Kong; Index; Passive Investment;

   Sammanfattning : Investors have been debating whether active or passive management is the better strategy for a very long time where the majority conclude passive investment the most beneficial strategy in terms of after cost. Due to limited research in emerging markets, this study examines whether active or passive management is the most remunerative strategy in mainland China and Hong Kong, considering the difference in attributes between the regions. LÄS MER

7. 35. Sustainability scores for portfolio performance

   Master-uppsats, KTH/Matematisk statistik

   Författare :Felix Stern; [2020]
   Nyckelord :ESG; financial mathematics; Co2; sustainability; portfolio optimization; sustainable investment; ESG; Co2; finansiell matematik; hållbarhet; hållbara portföljer; portfölj optimering;

   Sammanfattning : In this thesis, the traditional methods of only using ESG scores to screen stocks for sustainable portfolios is broadened. The selection of securities for portfolios will instead depend on aggregation, weighting and normalization of a wider set of sustainability variables, in turn creating more all-encompassing sustainability scores. LÄS MER