Sökning: "fund manager"

Visar resultat 1 - 5 av 52 uppsatser innehållade orden fund manager.

  1. 1. Ett år med MiFID II : Fondförvaltare och aktieanalytikers upplevelser av direktivets följder

    Magister-uppsats, Linköpings universitet/FöretagsekonomiLinköpings universitet/Filosofiska fakulteten; Linköpings universitet/FöretagsekonomiLinköpings universitet/Filosofiska fakulteten

    Författare :Julia Pham; Caroline Zuber; [2019]
    Nyckelord :MiFID II; transparency; efficient market; principal-agent model; information asymmetry; research analyst; fund manager; equity research; MiFID II; transparens; effektiv marknad; principal-agentteorin; informationsasymmetri; aktieanalytiker; fondförvaltare; aktieanalyser;

    Sammanfattning : Background: On January 3, 2018, the discussed MiFID II directive was implemented. The proponents argue that MiFID II increases transparency and benefits the end customers. The critics argue that smaller players are driven out from the market and that companies lose coverage. LÄS MER

  2. 2. Hire or fire?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Elin Larsson; Antonia Zander; [2019]
    Nyckelord :Active Management; Carhart’s Four Factor Model; Gross and Net Returns; Jensen’s Alpha; Sharpe Ratio.; Business and Economics;

    Sammanfattning : Today fund investment options are endless. To be able to profit, talented fund managers are of great importance. The purpose of this thesis is to communicate the real performance of managers and if they are skilled enough to cover their costs. This analysis can contribute to the decision of hiring or firing a fund manager. LÄS MER

  3. 3. The Value of Experience in Actively Managed Mutual Funds

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

    Författare :Viktoria Lyttkens; Michael Bozyel; [2019]
    Nyckelord :Active Management; Active Share; Manager Experience; Manager Tenure; Mutual Fund Performance;

    Sammanfattning : In this paper we investigate the relationship between active management, manager experience and fund performance among Swedish all-equity mutual funds between 2003 and 2016. To measure different aspects of active management we combine two measures of active management-active share and tracking error-similar to Cremers and Petajisto (2009). LÄS MER

  4. 4. A Study to Examine During what Market Conditions it has been Profitable with Home Bias for a Swedish Fund Manager

    Kandidat-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Markus Hilmersson; Erik Malmgren; [2018]
    Nyckelord :Home Bias; Stock Market Condition; Correlation; Bull; Bear; VIX; Mutual Fund; Multiple Regression Analysis; Home Bias; Aktiemarknadens Beteende; Korrelation; Bull; Bear; VIX; Fond; Multipel Linjär Regressionsanalys;

    Sammanfattning : This thesis in applied statistics and industrial economics examines the correlation between a number of market conditions on the Swedish and Global market and the yield difference between the Swedish stock market and the Global stock market. The report is based on data from the index MSCI Sweden Net Return, MSCI World Net Return and the Volatility index S&P 500. LÄS MER

  5. 5. Stop Guessing and Start Tracking : Guidelines for Measuring Sustainability Performance of Funds

    Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.); KTH/Industriell ekonomi och organisation (Inst.)

    Författare :JIMMY LILJA; SIMON PARK; [2018]
    Nyckelord :Sustainable investments; Fund performance; Sustainability in fund; Hållbara investeringar; Fondprestation; Hållbarhet inom fondförvaltning;

    Sammanfattning : Conscious customers and the threat of regulations have compelled capital markets around the world to increase their sustainability focus. Today, a fund manager must know how to measure and communicate the sustainability of her fund’s portfolio, which raises the question of how such measurement should be designed? By interviewing decision makers at one of Sweden’s major fund management firms and examining existing sustainability metrics, we identify the key features practitioners want from a sustainability measurement and discuss how existing metrics relate to this. LÄS MER