Sökning: "tracking-error"
Visar resultat 16 - 20 av 64 uppsatser innehållade ordet tracking-error.
16. Hur aktivt förvaltad är din Sverigefond? : En studie om aktivitetsgrad i Sverigefonder
Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : I denna studie undersöks Sverigefonder på den svenska marknaden och dess aktivitetsgrad i form av aktivitetsmåtten active share och tracking error. Studien genomförs för perioden 2010–2018. Studien undersöker även om det återfinns ett samband mellan aktiv förvaltning och fondens överavkastning. LÄS MER
17. Investor Rationality in Index Funds : An Analysis of the Swedish Investor Rationality when Investing in Index Funds
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/FöretagsekonomiSammanfattning : iiABSTRACTBehavioral finance has been a popular research subject for a while and therefore the understanding of human behavior when it comes to private financial investments has increased. When comparing human behavior to the financial theories one can conclude thatthe assumption of perfect and efficient markets with fully informed and rational investors is not realistic. LÄS MER
18. Sustainable Investment Strategies : A Quantitative Evaluation of Sustainable Investment Strategies For Index Funds
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : Modern society is faced with the complex and intractable challenge of global warming, along with other environmental issues that could potentially alter our way of life if not managed properly. Is it possible that financial markets and equity investors could have a huge part to play in the transformation towards a greener and more sustainable world? Previous studies about investment strategies regarding sustainability have for the most part been centered around possibly less objective ESG-scores or around carbon and GHG-emissions only, with little or no consideration for water usage and waste management. LÄS MER
19. The Value of Experience in Actively Managed Mutual Funds
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : 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
20. Greenhouse Gas Footprint Minimization of Credit Default Swap Baskets
Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : Global bond market capitalization amounts to approximately $100 trillion, compared to $60 trillion in the equity markets. Despite debt financing being a large part of the global financial market, the measurements and greenhouse gas reduction investment strategies to date are not nearly as thorough as for equity financing. LÄS MER