Sökning: "Sustainable mutual funds"

Visar resultat 1 - 5 av 36 uppsatser innehållade orden Sustainable mutual funds.

  1. 1. ESG Balancing the Books and the Planet: A Quantitative Analysis of Risk-Adjusted Returns in ESG and Traditional Funds

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

    Författare :Benjamin Javidi; Malin Larsson; [2023-08-25]
    Nyckelord :Capital Asset Pricing Model CAPM ; Fama-French three-factor model; ESG; Sharpe ratio; OLS Regression Analysis; Modern Portfolio Theory;

    Sammanfattning : The demand for sustainable investment has increased in the last decade. “Environmental, Social and Governance” (ESG) are characteristics within sustainable investment and are commonly considered in private investing. LÄS MER

  3. 2. Are Mutual Funds Greenwashing? : An Exploratory Study of Whether Article 9 Mutual Funds Invest Responsibly

    Magister-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Tuva Hagelin; [2023]
    Nyckelord :ESG; responsible investing; the EU’s Sustainable Finance Disclosure Regulation SFDR 2019 2088; mutual funds; greenwashing.;

    Sammanfattning : Responsible investing is a growing concept as sustainability is becoming a much more apparent problem. Thus, the EU implemented a new regulation in 2021, the SFDR 2019/2088, to decrease information asymmetry between institutional investors and end investors regarding sustainable risks associated with funds’ investments. LÄS MER

  4. 3. 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

  5. 4. Do ESG investors pay a price for doing good - A matched pair analysis of the Swedish fund market.

    Kandidat-uppsats,

    Författare :Edvin Andersson; Albin Dahlin; Morgan Thisted; [2022-07-11]
    Nyckelord :ESG; sustainability; Sweden; ESG funds; conventional funds; financial performance; matched pair analysis;

    Sammanfattning : In this thesis we examine the financial performance of Swedish mutual equity funds. We look at differences between sustainable, defined as ESG, and conventional funds. The financial performance is examined using the Capital Asset Pricing Model, the Fama-French three-factor model and Carhart’s four-factor model. LÄS MER

  7. 5. 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