Sökning: "fund performance"

Visar resultat 1 - 5 av 236 uppsatser innehållade orden fund performance.

  1. 1. A Return Maximizing Strategy in Market Rebounds for Swedish Equity Funds

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

    Författare :Carl Sävendahl; Erik Flodmark; [2019]
    Nyckelord :Applied Mathematics; Multiple Linear Regression; Swedish Equity Funds; Macroeconomics; Market Rebound; Fund Performance; Stocks; Tillämpad Matematik; Multipel Linjär Regression; Svenska Aktiefonder; Makroekonomi; Market Rebound; Fondavkastning; Aktier;

    Sammanfattning : The growing interest in savings on the financial markets implicates that the competition is expanding and managers of Swedish equity funds need to create shareholder value, independent of the macroeconomic situation. The Swedish financial market experienced a rapid rebound during the first quarter of 2019, following the plunge in the preceding quarter. LÄS MER

  2. 2. A Three-Pronged Sustainability-Oriented Markowitz Model : Disruption in the fund selection process?

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM); KTH/Skolan för industriell teknik och management (ITM)

    Författare :Simon Louivion; Edward Sikorski; [2019]
    Nyckelord :Portfolio optimization; ecient frontier; multi-objective optimization problem; sustainability; ESG; ecient market hypothesis; behavioural finance; Portföljoptimering; ecient frontier; portföljteori; hållbarhet; ESG; hypotesen om effektiva marknader; beteendeekonomi;

    Sammanfattning : Since the term ESG was coined in 2005, the growth of sustainable investments has outpaced the overall asset management industry. A lot of research has been done with regards to the link between sustainability and financial performance, despite the fact that there is a lack of transparency in sustainability of listed companies. LÄS MER

  3. 3. The Era of Socially Responsible Investing: Performance of Swedish Socially Responsible Funds During Market Crises

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

    Författare :Johan Skantz; Adam Björndal; [2019]
    Nyckelord :Socially responsible investing; Equity mutual funds; Market crises; Swedish fund market; Fund performance evaluation;

    Sammanfattning : Using a unique dataset of 160 Swedish equity mutual funds over the 2000-2016 period, this paper provides a comprehensive analysis of the performance of socially responsible funds. Compared to characteristics-matched conventional funds, socially responsible funds outperform during periods of market crises. LÄS MER

  4. 4. Fondförvaltning : Går det fortfarande inte att generera en större riskjusterad avkastning än marknadens?

    Kandidat-uppsats, Luleå tekniska universitet/Institutionen för ekonomi, teknik och samhälle; Luleå tekniska universitet/Institutionen för ekonomi, teknik och samhälle

    Författare :Marcus Ahl Bollesparr; Michelle Andrea John; [2019]
    Nyckelord :Fund management; fund fee; active passive managed funds; risk adjusted returns.; Fondförvaltning; fondavgift; aktivt passivt förvaltade fonder; riskjusterad avkastning.;

    Sammanfattning : Många svenska hushåll fondsparar och 2018 uppgick fondsparandet i genomsnitt till 434 000 kronor per person. Nobelpristagaren Fama (1970) påvisade att det inte är möjligt att generera en högre riskjusterad avkastning än marknadens. LÄS MER

  5. 5. Dry Powder in Private Equity: How Does It Relate to Performance and What Are the Implications for Investors?

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

    Författare :Adam Larsfelt; Sannamari Bölenius; [2019]
    Nyckelord :Private Equity; Dry Powder; IRR; Fundraising; Cost of equity;

    Sammanfattning : Although average returns are decreasing in the PE industry, fund sizes are increasing more than ever, as more and more capital is poured into the industry. The amount of uncalled capital, known as dry powder, has recently hit record-high levels. LÄS MER