Sökning: "predicting fund performance"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden predicting fund performance.

  1. 1. Decoding the Winning Strategy - An in-depth study of Swedish closed-end funds

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Fredrik Stenberg; Markus Albert; [2023]
    Nyckelord :Closed-end funds; predictability of stock returns; predicting investor targets; active ownership; Business and Economics;

    Sammanfattning : The predictability of stock returns, prediction of buyout targets and value creation by activist owners are well-researched areas. However, Swedish closed-end funds' outstanding performance has received little attention. LÄS MER

  3. 2. Predicting Equity Fund Returns: The Impact of the Momentum-Factor on Performance

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Pontus Hovberger; Hugo Brunlid; [2023]
    Nyckelord :Equity Funds; Value; Growth; Momentum; Carhart Four-Factor Model; Multifactor Model; Momentum Crashes; Aktiefonder; Värdeaktier; Tillväxtaktier; Momentum; Carhart Four-Factor Model; Multifaktormodell; Momentumkrascher;

    Sammanfattning : Momentum has been a persistent and robust factor in explaining excess future returns, generating great interest from investors and financial analysts. Following the financial crisis of 2008 and the Covid-19 pandemic, there have been instances of significant momentum crashes. LÄS MER

  4. 3. The returns of Hedge Funds- A comparative study of performance

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Nils Dominguez Berndtsson; [2018]
    Nyckelord :Hedge Funds; risk-adjusted returns; excess returns; decreasing returns to scale; Berk and Green model; Business and Economics;

    Sammanfattning : In this thesis we test the performance of hedge funds against several fund specific variables, mainly fund size. As a measure of the hedge funds performance we employ both excess and risk-adjusted returns. The first part the thesis employs unbalanced panel regressions where hedge funds excess returns are run on several fund specific variables. LÄS MER

  5. 4. Classifying Mutual Funds based on Relative Performance using Artificial Neural Networks

    Kandidat-uppsats, KTH/Skolan för datavetenskap och kommunikation (CSC)

    Författare :Axel Pers; Adam Orre; [2017]
    Nyckelord :;

    Sammanfattning :  This thesis investigates how well artificial neural networks perform when analyzing mutual funds to predict future performance. It does so from the viewpoint of a financial advisor, and uses a multilayer perceptron attempting to classify funds into three groups based on eight fund-specific variables. LÄS MER

  7. 5. Size and Performance of Swedish Mutual Funds : Does Size Matter?

    Master-uppsats, IHH, Företagsekonomi

    Författare :Tom Johansson; Mattias Jacobsson; [2012]
    Nyckelord :Fund size; performance; persistence; management fees;

    Sammanfattning : In this thesis we have studied the relationship between mutual fund size and performance by studying 91 Swedish mutual funds during a six year period (2006-2011). Furthermore, we investigated the relationship between fund size and management fees and fund size and persistence in performance. LÄS MER