Sökning: "c ekonomi pension"

Visar resultat 1 - 5 av 10 uppsatser innehållade orden c ekonomi pension.

  1. 1. Sustainable Investments in Times of Crisis

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

    Författare :Anton Johanson; Tobias Persson; [2023]
    Nyckelord :Funds value added; Gross and net alpha; Covid-19; ESG; Green and Brown funds;

    Sammanfattning : This paper examines the effect of Covid-19 on green and brown funds in the Swedish Premium Pension System (PPS). We apply the methodology derived in Berk and van Binsbergen (2015) in a difference-in-difference model with time-fixed effects to estimate the average effect of Covid-19 on green funds for both value added and conventional alpha measures. LÄS MER

  3. 2. Investor Activity and Returns in the Swedish Premium Pension

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

    Författare :Jasmine Michelsson; Josefin Klarin; [2018]
    Nyckelord :premium pension; investor activity; investor characteristics; defined contribution;

    Sammanfattning : By comparing individuals from a large sample of pension savers in the Swedish Premium Pension System, this study investigates what effect activity has on absolute returns within the programme. Further, we examine if there are differences in returns and activity across groups of different characteristics. LÄS MER

  4. 3. The impact of pension financing on company performance

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

    Författare :David Elvingsson; Simon Danielsson; [2018]
    Nyckelord :Pensions; ITP2; Discount rate; PRI; Alecta;

    Sammanfattning : The aim of this study is to examine whether the risk and return of Swedish companies differ depending on the way they meet their pensions obligations. In particular we compare the two possible solutions for financing ITP2, that is the PRI-method, where pension provisions are invested in the companies' assets and kept as a liability on the balance sheet, and the Alecta-method, where pension provisions are invested in a pension fund by the insurance company Alecta. LÄS MER

  5. 4. Return Predictability and Strategic Asset Allocation (A study examining return predictability on the Swedish market and strategic asset allocation of the Swedish buffer pension funds.)

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

    Författare :Jakob Glasberg; Jonatan Blomstrand; [2018]
    Nyckelord :Return predictability; Strategic asset allocation; Pension fund;

    Sammanfattning : The purpose of this paper is to examine whether Swedish macro-economic variables can predict domestic excess stock and bond return. The paper examines what effects the short-term rate, maturity yield spread and dividend yield have on the aforementioned returns. LÄS MER

  7. 5. How to Invest the Swedish Occupational Pension - Are there any simple and easily applicable pension investment strategies generating better alphas than the Default Options do?

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

    Författare :Axel Malgerud; Philip Stenholm; [2014]
    Nyckelord :Occupational Pension; PPM; Carhart; Fama-French; Alpha;

    Sammanfattning : During the last couple of years the Swedish Occupational Pension plan has gone through some alterations. Today the risk of future wealth lies with each individual and how to invest the pension contribution is a major decision for every Swede. LÄS MER