Sökning: "fund characteristics"

Visar resultat 21 - 25 av 103 uppsatser innehållade orden fund characteristics.

  1. 21. Mutual Fund Performance : An analysis of determinants of risk-adjusted performance for mutual equity funds available for Swedish investors

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Sandra Carlsson; Erica Eikner; [2020]
    Nyckelord :Mutual equity funds; risk-adjusted performance; Total Expense Ratio; fund characteristics; Swedish investors; Efficient Market Hypothesis; Carhart four factor model; Sweden;

    Sammanfattning : The mutual fund industry in Sweden has grown rapidly over the past years. Research has been made on the topic for over 50 years, however there are still uncertainties about the determinants of fund performance. LÄS MER

  3. 22. Evaluating Physical Climate Risk for Equity Funds with Quantitative Modelling : How Exposed are Sustainable Funds?

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Naturresurser och hållbar utveckling

    Författare :Sofia Wiklund; [2020]
    Nyckelord :climate change; ESG; sustainable finance; sustainable investment; ESG; hållbar finans; hållbar investering; klimatförändring;

    Sammanfattning : The climate system is undergoing rapid changes because of anthropogenic emissions of greenhouse gases. The effects from a warmer climate are already noticeable today with more frequent extreme weather events. These extreme weather events have financial consequences and pose risks to the financial system. LÄS MER

  4. 23. European Private Equity Fund Performance

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Fredrik Englesson; [2020]
    Nyckelord :Private Equity; Public market equivalent; Performance evaluation; Business and Economics;

    Sammanfattning : In this study, we evaluate the performance of 395 private equity funds by European private equity firms between 1989 and 2018, using real cash flow data gathered from Preqin. The evaluation involves using absolute- and relative performance measures. LÄS MER

  5. 24. Socialt ansvarsfulla fonder under olika marknadsstadier: positivt eller negativt?

    Kandidat-uppsats, Södertörns högskola/Företagsekonomi

    Författare :Adam Bahri; Eddie Tallberg; [2020]
    Nyckelord :Socially responsible funds; ESG; Investments; Market crisis; Screening; Socialt ansvarsfulla fonder; ESG; Investeringar; Marknadskris; Screening;

    Sammanfattning : Research has shown that the selection criteria, so-called screens, of socially responsible funds (SRF) affect their financial performance. The difference is particularly distinguishable during market crisis, where the exclusion of unethical industries (negative screening) has proven to be an inferior strategy compared to selecting companies with good social performance (positive screening). LÄS MER

  7. 25. GP stakes in Private Equity: An Empirical Analysis of Minority Stakes in Private Equity Firms

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

    Författare :Jonatan Gustafsson; Erik Fogelström; [2020]
    Nyckelord :GP Stakes; Minority Stakes; Private Equity; Agency Conflicts; Difference-in-Differences;

    Sammanfattning : This study examines the phenomenon of minority stakes in Private Equity firms ("GP stakes") and specifically the motives behind such deals and their fund-level impact on target firms. We use a unique dataset on GP stake deals between 1988-2020 to empirically analyze the motivations behind GP stakes using logit regressions and their fund level impact using a Difference-in- Differences (DiD) approach with fixed effects. LÄS MER