Sökning: "US Equity Funds"

Visar resultat 1 - 5 av 35 uppsatser innehållade orden US Equity Funds.

  1. 1. The Sustainable Era - The Excess Return on Swedish Sustainable Global Equity Funds

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

    Författare :Kristoffer Holmgren; Måns Hurtigh; [2023-07-03]
    Nyckelord :Fama-French; ESG; Morningstar; Morningstar Globe Rating; funds; global equity funds; sustainability; excess return;

    Sammanfattning : This thesis explores the relationship between the performance of Swedish global equity funds and the level of sustainability, as measured by the Morningstar Globe Rating, using a Fama-French six-factor model, globe rating categories, and time effects. Treating the Morningstar Globe Rating as a time-invariant variable, a sample of 80 Swedish global equity funds are divided into two sustainability groups, ‘Low’ and ‘High’, grouping funds with 1-3 globes into a reference group. LÄS MER

  3. 2. Decoding the Winning Strategy - An in-depth study of Swedish closed-end funds

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Fredrik Stenberg; Markus Albert; [2023]
    Nyckelord :Closed-end funds; predictability of stock returns; predicting investor targets; active ownership; Business and Economics;

    Sammanfattning : The predictability of stock returns, prediction of buyout targets and value creation by activist owners are well-researched areas. However, Swedish closed-end funds' outstanding performance has received little attention. LÄS MER

  4. 3. Predicting Equity Fund Returns: The Impact of the Momentum-Factor on Performance

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Pontus Hovberger; Hugo Brunlid; [2023]
    Nyckelord :Equity Funds; Value; Growth; Momentum; Carhart Four-Factor Model; Multifactor Model; Momentum Crashes; Aktiefonder; Värdeaktier; Tillväxtaktier; Momentum; Carhart Four-Factor Model; Multifaktormodell; Momentumkrascher;

    Sammanfattning : Momentum has been a persistent and robust factor in explaining excess future returns, generating great interest from investors and financial analysts. Following the financial crisis of 2008 and the Covid-19 pandemic, there have been instances of significant momentum crashes. LÄS MER

  5. 4. Is the Federal Reserve Causing Funds to Underperform? A causal machine learning analysis

    Magister-uppsats, Lunds universitet/Statistiska institutionen; Lunds universitet/Nationalekonomiska institutionen

    Författare :Willian Trindade Leite; Oliver Serenhov; [2022]
    Nyckelord :Causal inference; actively managed funds; passively managed funds; gradient boosting; double machine learning; Business and Economics;

    Sammanfattning : Macroeconomic conditions heavily influence financial markets, and the leading corpus of theory in the field lays out some general principles observed by investors and asset managers alike. However, while the theory is sound, it is hard to measure how much effect these conditions have. LÄS MER

  7. 5. Smart Money and Mutual Fund Family

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Zachary Matteucci; [2022]
    Nyckelord :Mutual Fund; Mutual Fund Family; Smart Money; Dumb Money; Mutual Fund Flow;

    Sammanfattning : This paper studies the smart money effect within mutual fund families by looking at monthly US equity open-ended mutual fund data between 2011 and 2019. Investors' money is said to be smart when it is able to predict future performance. LÄS MER