Sökning: "mutual fund return"

Visar resultat 6 - 10 av 110 uppsatser innehållade orden mutual fund return.

  1. 6. Passiv- och aktiv fondförvaltning givet börsklimatet på marknaden

    Kandidat-uppsats,

    Författare :Emma Lundblad; Thomas Pietsch; [2022-07-12]
    Nyckelord :Aktiv fondförvaltning; passiv fondförvaltning; riskjusterad avkastning; jämförelseindex; Jensens alfa; sharpekvot; sortinokvot; Active fund management; passive fund management; risk-adjusted returns; benchmark index; Jensen s Alpha; sharpe ratio; sortino ratio;

    Sammanfattning : Bakgrund: Fonder utgörs av en samling underliggande värdepapper och har som syfte att generera avkastning till de som väljer att investera i fonden. Generellt administreras fondinriktningen aktiefonder antingen genom aktiv- eller passiv förvaltning. LÄS MER

  3. 7. Aktiv eller passiv fondförvaltning Vilken förvaltningsmetod ger högst riskjusterad avkastning under 10 år och under en finansiell kris?

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Jakob Nyström; Erik Styrud; Paula Qvist; [2022-06-30]
    Nyckelord :;

    Sammanfattning : Investing in mutual funds has become more common and more popular in recent years. Since the subject concerns a lot of people and their personal finance, it is of interest to examine which type of fund that performs the best with the consideration of risk, an active or passive mutual fund, and which of the following will be most favorable to invest in when fees have been deducted. LÄS MER

  4. 8. Skill, Scale and Investor Return in Established and Emerging Markets - An empirical study of equity mutual fund performance between markets with contrasting characteristics

    Kandidat-uppsats,

    Författare :Olle Fröling; Olle Wingstrand; [2022-06-29]
    Nyckelord :Equity Mutual Funds; Decreasing Returns to Scale; Alpha; Fund Skill; Fama-French Five-Factor Model; Nordic Equity Funds; Asian Equity Funds; Fixed Effects;

    Sammanfattning : In this report we empirically analyze the effects of returns to scale for equity mutual funds in the Nordic and Asian regions. We also investigate whether or not funds generate alpha (i.e., have skill). LÄS MER

  5. 9. Do Active Fund Managers Outperform their Peers? A Study of Active Management and Performance in the Swedish Mutual Fund Market

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

    Författare :William Levay; Karl Wallén; [2022]
    Nyckelord :Active Share; Tracking Error; Benchmark-Adjusted Return; Alpha; Benchmark Index;

    Sammanfattning : Primarily, the purpose of this paper is to examine the relationship between active management and fund performance in the Swedish mutual fund market, 2010-2021. Two measures of active management are used: Active Share and Tracking Error. LÄS MER

  7. 10. Light Green is the New Black: The EU SFDR as a Driver for Greenwashing in the Mutual Fund Industry?

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

    Författare :Niko Michl; Kolja Schmid; [2022]
    Nyckelord :ESG label; Greenwashing; SFDR; Mutual funds; Policy intervention;

    Sammanfattning : In March 2021, the European Commission enacted the Sustainable Finance Disclosure Regulation (SFDR), which requires mutual fund managers in the EU to disclose ESG-relevant information and to classify their products either as light green (Art. 8), dark green (Art. 9), or others (Art. 6). LÄS MER