Sökning: "mutual fund return"

Visar resultat 21 - 25 av 110 uppsatser innehållade orden mutual fund return.

1. 21. Market efficiency and index fund flow: An empirical study of the relationship between passive investment and broad-market efficiency

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Erik Larsson; Jacob Wergeland; [2020-07-08]
   Nyckelord :market efficiency; Hurst exponent; mutual fund flow; passive investments;

   Sammanfattning : An observable rise in the popularity of index funds have caused the index funds to, in 2017, capture 20% of total fund assets globally. A cornerstone of such passive investment is a belief in an efficiently priced security market. This paper aims to relate index fund flows with market efficiency during the period 2000-2019. LÄS MER

3. 22. A Comparative Study on Green Mutual Equity Fund’s Financial Performance : International vs Domestic Fund Composition

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

   Författare :Janusa Aiyadurai; Mathias Brenckert; [2020]
   Nyckelord :Risk-adjusted rate of return; mutual fund; performance; green investing; international diversification; Modern Portfolio Theory; Stewardship Theory; Home Bias Theory; Behavioral Finance; Sharpe Index; Jensen Index; Treynor Index;

   Sammanfattning : In this thesis the relationship between regional composition and risk-adjusted performance is evaluated concerning Swedish issued green mutual equity funds. By using three different indices; Sharpe, Jensen and Treynor, a relationship has been able to establish. LÄS MER

4. 23. 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

5. 24. The role of media reported weather shocks on mutualfund capital flow : A comparison of socially responsible- and conventional funds

   Master-uppsats, Umeå universitet/Företagsekonomi

   Författare :Bizuayehu Tefera; [2020]
   Nyckelord :Capital flow; Weather shocks; Socially responsible investment;

   Sammanfattning : Identifying factors that affect the flow of mutual fund capital and betweenmutualfund types hasthe potential, among others,to relief fund management and investors from unnecessary administrative costs. This study investigated the role media reported weather shocks have on socially responsible and conventional mutual trust funds’capital flow. LÄS MER

7. 25. ESG-investerande : En studie om fonders riskjusterade avkastning utifrån hållbarhetsbetyg

   Kandidat-uppsats, KTH/Fastigheter och byggande

   Författare :William Broberg Piller; August Harryzon; [2020]
   Nyckelord :ESG; CSR; Morningstar Sustainability rating; Risk-adjusted return; Fund Performance; ESG; CSR; Morningstars hållbarhetsbetyg; Riskjusterad avkastning; Fondresultat;

   Sammanfattning : Hållbarhet har kommit att bli en av denna generations största utmaningar och som ett resultat av ett globalt växande klimatfokus har regeringar och mellanstatliga organisationer utformat allt mer omfattande regleringar och initiativ för att möta samhällets krav på en hållbar utveckling. Att företag ska engagera sig i hållbarhetsarbete och ta socialt ansvar anses allt mer som en självklarhet och följaktligen har hållbarhetsfrågor inte enbart fått större inslag inom företag och dess ledningsgrupper, utan även hos investerare. LÄS MER