Sökning: "Treynor index"

Visar resultat 26 - 30 av 40 uppsatser innehållade orden Treynor index.

1. 26. Testing market efficiency in an ex-dividend setting - Could the market be efficient in the presence of inefficiency?

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Magnus Swärdh; Gustaf Kullenberg; [2013]
   Nyckelord :Market efficiency; inefficiency; volatility; risk-return; compensation; Sharpe ration; Treynor’s performance index.; Business and Economics;

   Sammanfattning : Market efficiency in an ex-dividend context is still a disputed matter in the world of finance. Even though numerous articles have been published in the area, with several different approaches, this anomaly is still contested. LÄS MER

3. 27. Ethical Funds' Performance

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

   Författare :Ida Ottersten; Evelina Östholm; [2012-04-16]
   Nyckelord :Ethical fund; Mutual fund; Significance level; Sharpe ratio; Treynor ratio; CAPM; Single Index Model;

   Sammanfattning : This thesis provides an explanation of how well ethical funds perform in relation to a suitable market index and it also evaluates which bank in Sweden has the best performing Swedish ethical fund as well as the best performing Global ethical fund, between 2008 and 2011. Furthermore, it investigates if the funds are significantly different from the market index or not, by a reliable statistical method. LÄS MER

4. 28. Ethical investing - why not? : An evaluation of financial performance of ethical indexes in comparison to conventional indexes

   Master-uppsats, Umeå universitet/Handelshögskolan vid Umeå universitet

   Författare :Anastasia Mironova; Lovisa Kynäs; [2012]
   Nyckelord :ethical investments; socially-responsible investments; Shariah-compliant investments; investment indexes; global indexes; benchmark indexes; financial performance; Sharpe ratio; Treynor ratio; Jensen’s alpha;

   Sammanfattning : Problem: Do ethical investments perform better than conventional investments? Purpose: To evaluate whether Shariah-compliant indexes and/or socially responsible indexes can improve financial performance of an investment portfolio. Sub-problem: What kind of relationship exists between socially responsible investments and faith-based investments, represented by Shariah-compliant investments? Sub-purpose: To discover how two types of ethical investments, socially-responsible and Shariah-compliant, are related. LÄS MER

5. 29. Risk-adjusted return performance on a screened index : An empirical investigation of a Shariah screened index and a non-screened index

   Kandidat-uppsats, IHH, Nationalekonomi

   Författare :andreas elf; Eduardo Gonzalez Riffo; [2012]
   Nyckelord :Islamic finance; Islamic Index; Conventional index; CAPM; Sharpe ratio; Treynor index; Performance; DJIM; NASDAQ; S P.;

   Sammanfattning : This paper investigates whether an Islamic screened benchmark index shows a different risk adjusted performance in comparison to a non-screened benchmark index. In contrast to other papers this study analyzes daily observations in the years from 2007 to 2012, a period heavily affected by the financial crisis. LÄS MER

7. 30. Active and passive funds: excess returns and persistence in performance - Evidence from the Swedish fund market 2000-2011 -

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Elisa Halonen; Anna Ljungberg; [2012]
   Nyckelord :single index model; active and passive funds; excess returns; three factor model; Business and Economics;

   Sammanfattning : The purpose of this thesis is to study the performance of mutual funds in the Swedish fund market in 2000-2011. We study whether the active funds performed better than passive funds in terms of abnormal returns. LÄS MER