Sökning: "thesis on mutual funds returns"

Visar resultat 1 - 5 av 32 uppsatser innehållade orden thesis on mutual funds returns.

  1. 1. Fragile Market: The impact of mutual funds on the corporate bond market

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

    Författare :Noah Tvelin; [2023]
    Nyckelord :Corporate Bonds; Mutual Funds; Fire Sale; Liquidity; Covid-19;

    Sammanfattning : This master's thesis investigates whether mutual funds can induce fire sales on the Swedish corporate bond market between August 2019 and August 2020 to determine whether mutual funds aggravated the COVID-19 crash, and if their solution to temporarily freeze withdrawals were a viable remedy. Moreover, the thesis addresses this question using a panel-data framework that includes mutual fund-specific variables, control variables suggested by previous literature, entity, and time-fixed effects, allowing the thesis to capture divergences between corporate bonds and months. LÄS MER

  3. 2. Do investors care about ESG when markets turn sour? Evidence from the mutual fund industry during the COVID-19 crisis

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

    Författare :Marlene Rosenberger; Mohammed Albarbari; [2022]
    Nyckelord :ESG investing; Sustainable investment; Mutual fund flows; Mutual fund returns; COVID-19 crisis;

    Sammanfattning : This thesis empirically examines the effect of the sustainability rating on sustainable fund returns and fund flows to gain a better understanding of the motivation underlying sustainable investing. By conducting panel regression analyses as well as Difference in Difference analyses on a selected sample of EU equity funds, we show that under normal market conditions sustainable funds outperform conventional funds. LÄS MER

  4. 3. Doing well by investing good? : En studie om hållbara aktiefonders prestation på svenska fondmarknaden

    Magister-uppsats, Södertörns högskola/Företagsekonomi

    Författare :Erik Soini; [2022]
    Nyckelord :;

    Sammanfattning : Denna uppsats har analyserat om det funnits signifikanta skillnader i prestation, i form av riskjusterad avkastning och fondflöden, mellan konventionella, hållbara och miljömärkta aktiefonder på den svenska marknaden. Studien har tillämpat en tvärsnittsdesign där finansiella data samlats in månatligt för perioden 2017/01 till 2020/12. LÄS MER

  5. 4. En analys i prestation och aktiv förvaltning mellan svenska large- och small-cap fonde

    Kandidat-uppsats,

    Författare :Jonatan Andersson; David Osberg; [2021-06-23]
    Nyckelord :;

    Sammanfattning : The aim of this thesis is to explore whether there is a significant difference between Swedish large- and small-cap mutual funds. The study will examine each fund’s performance compared to one another. LÄS MER

  7. 5. Morningstar Ratings, Mutual Fund Flows and Performance : Investigating the Swedish Domestic Fund Market

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :DAVID OHLSSON; [2021]
    Nyckelord :Morningstar Ratings; Mutual Funds; Fund Flows; Performance; Four-Factor Alpha; Sharpe Ratio; Morningstar Ratings; Fonder; Fondflöden; Prestanda; Carharts Alfa; Alfa; Sharpekvot;

    Sammanfattning : Morningstar ratings are a popular way for investors to compare mutual funds. This thesis focuses on Swedish domestic equity funds. The relation of Morningstar ratings and fund flows was studied. Additionally, the short-term performance predictability using star ratings was investigated. LÄS MER