Sökning: "fund manager"

Visar resultat 1 - 5 av 69 uppsatser innehållade orden fund manager.

  1. 1. Do two heads think better than one? Risk Differences in Gender and Team vs. Single Managed Mutual Equity Funds in Sweden

    Kandidat-uppsats,

    Författare :Zelda Harbecke; Hanna Kyséla; [2023-06-29]
    Nyckelord :;

    Sammanfattning : This empirical study examines whether team or single-managed mutual equity funds in the Swedish fund market are more risk-prone conditionally on the management structure during the last five years (2018-2022). Additionally, the gender of each fund manager is analyzed in order to find answers regarding gender's risk approach in investment decisions. LÄS MER

  3. 2. Fund Managers' Awareness of Announcement Premiums: A Study on Fund Managers' Investment Decisions

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

    Författare :Thomas Paal; Anton Svensson; [2023]
    Nyckelord :Mutual Funds; Earnings Announcement Premium; Macroeconomic Announcement Premium; Decreasing Exposure; Fund Outflows;

    Sammanfattning : In this paper, we interview fund managers of actively managed Swedish mutual funds to understand how they trade around earnings announcements. Based on an academic paper that we use as the basis for our paper, the authors of the paper find that fund managers on average tend to decrease their exposure to stocks ahead of earnings announcements, even though there is a significantly increased risk-reward and earnings announcement premium to earn ahead of the announcements. LÄS MER

  4. 3. Evaluating clustering techniques in financial time series

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för systemteknik

    Författare :Johan Millberg; [2023]
    Nyckelord :clustering; machine learning; financial time series; time series; unsupervised learning; cluster validation; cluster evaluation; klustring; klusteranalys; finansiella tidsserier; maskininlärning; klustervalidering; evalueringsteknik;

    Sammanfattning : This degree project aims to investigate different evaluation strategies for clustering methodsused to cluster multivariate financial time series. Clustering is a type of data mining techniquewith the purpose of partitioning a data set based on similarity to data points in the same cluster,and dissimilarity to data points in other clusters. LÄS MER

  5. 4. Portföljförvaltarens kamp mot index : En kvantitativ studie om riskjusterad avkastningpå den svenska aktiemarknaden

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Abel Tewodros; [2023]
    Nyckelord :Risk-adjusted return; Active mutual fund; Treynorratio; Sharperatio; Jensens alpha; Market index; Capital Asset Pricing Model; Modern portfolio theory; Riskjusterad avkastning; Aktiv fondförvaltning; Treynokvot; Sharpekvot; Jensens alfa; Marknadsindex; Capital Asset Pricing Model; Modern Portföljteori.;

    Sammanfattning : Titel: Portföljförvaltarens kamp mot index Syftet: Syftet med denna studie är att beskriva och analysera aktiv fondförvaltning genomriskjusterad avkastning. Metod: En kvantitativ studie har genomförts för att uppfylla syftet och besvara studiensfrågeställning för undersökningsperioden 2018–2022. LÄS MER

  7. 5. Optimizing the Cash Reserve in a Portfolio of US Life Insurance Policies

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Alva Happe; Wassim Seifeddine; [2022]
    Nyckelord :portfolio optimization; risk management; monte carlo; value at risk; life settlements; longevity risk; cash reserve; closed-end fund;

    Sammanfattning : Hoarding a too large cash reserve is often unfavourable due to lost investment opportunities. Similarly, an insufficient cash reserve can be detrimental, as one might fail to meet payment obligations. Finding the optimal balance is nothing that is done in the blink of an eye, particularly when the underlying variable is stochastic, e.g. LÄS MER