Sökning: "matched-pair analysis"

Visar resultat 1 - 5 av 8 uppsatser innehållade orden matched-pair analysis.

  1. 1. Do ESG investors pay a price for doing good - A matched pair analysis of the Swedish fund market.

    Kandidat-uppsats,

    Författare :Edvin Andersson; Albin Dahlin; Morgan Thisted; [2022-07-11]
    Nyckelord :ESG; sustainability; Sweden; ESG funds; conventional funds; financial performance; matched pair analysis;

    Sammanfattning : In this thesis we examine the financial performance of Swedish mutual equity funds. We look at differences between sustainable, defined as ESG, and conventional funds. The financial performance is examined using the Capital Asset Pricing Model, the Fama-French three-factor model and Carhart’s four-factor model. LÄS MER

  3. 2. Is green the new black? : An empirical study on the correlation of CSR initiatives and profitability on Nordic mutual funds

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Carla Amiri; [2021]
    Nyckelord :CSR; sustainable funds; fund financial performance; Nordic market;

    Sammanfattning : This research examines whether Corporate Social Responsibility (CSR) initiatives impact fund financial performance of 46 Nordic mutual funds during the past five years (2016-2020). Previous studies have focused on which of the two alternatives generates a rewarding financial result. LÄS MER

  4. 3. Ethical Fund Performance - A matched pair analysis of the Swedish fund market

    Kandidat-uppsats,

    Författare :Jesper Lundgren; Robin Olin; [2019-07-05]
    Nyckelord :ESG; Mutual funds; Swedish Fund Market;

    Sammanfattning : This thesis investigates the effect of ethics on the performance of Swedish funds over the years 2009-2018. Through the use of environmental, social, and governance (ESG) score, this study distinguishes ethical funds from the less ethical funds. LÄS MER

  5. 4. Fair Value Disclosure Requirements - A study of Investment property valuations in Sweden before and after IFRS 13

    Magister-uppsats, Umeå universitet/Företagsekonomi

    Författare :Evelin Hinestroza; Gustaf Pettersson Norin; [2016]
    Nyckelord :fair value; disclosure requirements; IFRS 13; IAS 40; investment property; investors; auditors.;

    Sammanfattning : The new accounting standard IFRS 13 had its mandatory implementation January 1 st 2013. The main reason for the implementation was to eliminate inconsistencies and reduce complexities in fair value measurements. LÄS MER

  7. 5. Are ethical mutual funds safer than conventional mutual funds in the European market? : A matched pair analysis of the risk in ethical mutual funds based on three GARCH models´estimates from a five factor model

    Master-uppsats,

    Författare :Christoffer Johansson; Mattias Brandt; [2015]
    Nyckelord :;

    Sammanfattning : .... LÄS MER