Sökning: "Swedish premium pension system"

Visar resultat 21 - 25 av 36 uppsatser innehållade orden Swedish premium pension system.

  1. 21. Mutual fund performance in the Swedish premium system - Beyond the mean-variance framework

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Rasmus Håkansson; [2017]
    Nyckelord :PPM mutual fund performance higher moments Sharpe ratio; Business and Economics;

    Sammanfattning : This paper presents an evaluation of the Swedish pension system, using performance measures that accounts for higher moments of the distribution. The aim of this study is to analyze the relationship between the classical Sharpe ratio and more sophisticated measures, while specifically focusing on the outcome of the default fund in the system. LÄS MER

  3. 22. Aktiv eller inte aktiv i PPM – Får du betalt för din risk? En teoriprövande analys genom Markowitz moderna portföljteori

    Kandidat-uppsats, Linköpings universitet/Nationalekonomi

    Författare :Nils-Henrik Jansson; Madelene Winberg; [2016]
    Nyckelord :Swedish Pension System; Markowitz; Optimization; Efficient frontier; Fund; Risk; Return; PPM; Pension; Markowitz; Optimering; Effektiv front; Fond; Risk; Avkastning;

    Sammanfattning : I och med pensionsreformen vid sekelskiftet lades ett större ansvar på den individuelle pensionsspararen då man nu själv ska besluta hur en del av den allmänna pensionen ska placeras. Syftet med denna uppsats är att analysera huruvida det hade varit möjligt för en pensionssparare att uppnå en högre riskjusterad avkastning för sin premiepension genom att göra ett aktivt val i form av en egen sammansatt portfölj, än att låta staten förvalta pensionen i förvalsalternativet AP7 Såfa. LÄS MER

  4. 23. Kön Skillnader i risktagande på svenska PPM-systemet

    Master-uppsats, KTH/Fastigheter och byggande

    Författare :Fernand Ndayizeye; [2015]
    Nyckelord :Risk averse; Premium pension Funds; PPM; gender difference; pension funds capital; Riskaversion; premiepensionsmedel; PPM; könsskillnad; pensionsfonder kapital;

    Sammanfattning : Retirement is one part of life that everybody will sooner or later come too. It is very important to prepare and plan for it by looking for the best possible alternative(s) to save and invest money in order to get enough capital to live on when it is time to retire. LÄS MER

  5. 24. Superior Fund Performance by Exclusion. Does an Exclusion and Norms-Based Strategy Enhance Performance for Socially Responsible Retail Investors?

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

    Författare :Mikaela Hildén; Fredrik Olsson Stenkil; [2014-07-04]
    Nyckelord :Socially Responsible Investing; Mutual Fund Performance; Environmental; Socal and Governance ESG Analysis; Ethical Investments; Exclusion-and Norms-Based Screening; Stustainablility;

    Sammanfattning : The study examines whether there is a significant relationship between risk-adjusted returns and the intensity of exclusion and norms-based screening. The approaches to socially responsible investing adopted by mutual funds in the Swedish premium pension system are quantified and the monthly performances over the three year period March 2011 – March 2014 are estimated with Jensen’s alpha, Carhart’s four-factor alpha and the Sharpe ratio. LÄS MER

  7. 25. Competition in the Swedish mutual fund industry

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

    Författare :Henrik Andersson Vavrecka; Johan Gustafsson; [2014-06-24]
    Nyckelord :Premium pension system; mutual funds; competition;

    Sammanfattning : The mutual fund industry plays an important role in the Swedish society where a part of the future income for all people is linked to the return of Swedish mutual fund industry and its assets. The purpose of this thesis is to investigate the competitiveness in the Swedish premium pension system. LÄS MER