Sökning: "mutual index-fund"

Visar resultat 1 - 5 av 10 uppsatser innehållade orden mutual index-fund.

  1. 1. Active versus passive: Does increased investments in passive funds have an effect on active fund performance?

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

    Författare :Elliot Corell; Jacob Hjelmstedt; [2022]
    Nyckelord :Index fund; Mutual fund; Passive investment; Active investment; Alpha;

    Sammanfattning : In recent decades, there has been a shift towards investing in passively managed funds. Grossman and Stiglitz (1980) describe in their theoretical paper how the share of uninformed investors is positively correlated to the utility of being informed. LÄS MER

  3. 2. Applying Treynor-Black Model with AP7 Såfa in the Swedish Premium Pension System : To choose between active and passive portfolio management

    Master-uppsats, Karlstads universitet/Handelshögskolan (from 2013)

    Författare :Albin Tyllgren; [2021]
    Nyckelord :Index Funds; Mutual Funds; Premium Pension System; Treynor-Black Model;

    Sammanfattning : Background: Since 1998 Sweden has individual accounts as a part of both public and occupational schemes (Sundén 2006). Yearly, 2,5% of the pensionable income is set aside to the premium pension (The Swedish Pension Agency 2021) Individuals are able to choose how the premiums should be paid in the system and in what way the money should be invested, either by choosing from the fund market or by refraining from making an active choice and instead let the Swedish pension agency management their money in the passive alternative called AP7 Såfa. LÄS MER

  4. 3. 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

  5. 4. The Value of Experience in Actively Managed Mutual Funds

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

    Författare :Viktoria Lyttkens; Michael Bozyel; [2019]
    Nyckelord :Active Management; Active Share; Manager Experience; Manager Tenure; Mutual Fund Performance;

    Sammanfattning : In this paper we investigate the relationship between active management, manager experience and fund performance among Swedish all-equity mutual funds between 2003 and 2016. To measure different aspects of active management we combine two measures of active management-active share and tracking error-similar to Cremers and Petajisto (2009). LÄS MER

  7. 5. Sustainable Investment: A Win-Win Situation? An Evaluation of Mutual Ethical Equity Funds on the Global Market Using a Five Factor Model

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Josefine Bankel; Carolina Elvind; [2017-03-24]
    Nyckelord :Portfolio Evaluatio; Investment Style; SRI; ESG; Ethical Funds; Sustainability; Global; Emering Markets; Equity Fund; Mutual Funds; CAPM; Fama Frensch Five Factor Model;

    Sammanfattning : This study investigates the performance and investment styles of mutual ethical equity funds on the global market. To examine this, the Fama French Five Factor model is applied by adding the new variables to Fama French Three Factor Model step by step, discovering new results about performance and investment style. LÄS MER