43 uppsatser · sida 1 av 3
En studie över riskjusterad avkastning
… are loads of information to gather for the investor. Historical data like risk, return, dividends and fundamental data like annual reports are often very easy to find, regarding these kinds of investments. The background of this thesis is the lack of market information in …
En studie på svenska aktivt förvaltade aktiefonder under perioden 2005-2014
… analyze the relationship between both the mutual fund’s annual fee and risk-adjusted return to the fund’s characteristics. The characteristics of the study are the size of the fund's assets, age, if the fund is bank managed or not, Tracking Error, and standard deviation of …
an empirical application on Swedish data
… importance which can explain the low particiapation rate. A higher perceived risk in organic farming with respect to yield and price is frequently brought up as a potential explanation within a qualitative framework. If farm income risk is higher in organic farming than …
Lärares erfrenheter av att arbeta med elevinflytande i grundsärskolan
… analyze the relationship between both the mutual fund’s annual fee and risk-adjusted return to the fund’s characteristics. The characteristics of the study are the size of the fund's assets, age, if the fund is bank managed or not, Tracking Error, and standard deviation of …
… The funds will also invest pension assets with an overall low level of risk while achieving a sustainable high return. Aim: The purpose of this study is to investigate whether the First-Fourth AP-Funds is meeting its objectives regarding risk and return according to Swedish law …
en kvantitativ studie ur aktieägarnas perspektiv
… within the financial markets, such as the Basel regime, has led to reduced risk of bankruptcy for the banks which has contributed to increased global financial stability. However, research illustrates that these types of changes in the regulatory framework impose a financial …
… is if the use of hedge fund styles can significantly explain and improve risk adjusted returns (characterized by Sharpe ratios). The study has been done in collaboration with Optimized Portfolio Management AB who desire further knowledge and evaluation of hedge fund styles for …
… Hedge fund strategies, Swedish hedge fund market, Investors, Average return, Riskadjusted return The Thesis Investor’s general knowledge about hedge funds and hedge fund strategies, is compared to other investment alternatives low. The purpose of this thesis is therefore to …
… measures, I have investigated whether hedge funds manage to generate higher risk-adjusted returns than traditional managed funds. The data set for the funds? returns have been collected from Handelsbanken's website and the time period examined is limited to the period 2006-02 to …
… actual return for each firm with expected return, adjusted for firm specific risk. Under each of these approaches, we use linear regression analysis to investigate potential correlation between initial return and aftermarket performance. Our main contribution is that we examine …
Fyra fallstudier om personaladministration under finanskrisen 2008
… the comparison of the segments the Sharpe ratio has been used to calculate the risk-adjusted return. The study shows small differences of the risk-adjusted return between the segments. Results for the mutual fund companies in the minor segment indicate a more unequal …
En jämförelsestudie av fondbolag verkande inom tillväxtmarknader
… the comparison of the segments the Sharpe ratio has been used to calculate the risk-adjusted return. The study shows small differences of the risk-adjusted return between the segments. Results for the mutual fund companies in the minor segment indicate a more unequal …
En studie som jämför riskjusterad avkastning mellan svenska etiska aktiefonder och traditionella aktiefonder
… are an equivalent alternative to traditional mutual funds in terms of return, risk and risk-adjusted return on the Swedish stock market. Theory: Beta, Jensen's Alpha, Sharpe ratio, Treynor ratio, and Modern Portfolio Theory. Method: Quantitative survey method, a statistical …
En jämförelsestudie mellan Hedgefonder och Traditionella fonder
… The purpose of this study is to examine whether hedge funds generate higher risk-adjusted returns than traditional managed funds in Sweden. Methodology: This study was based on quantitative data about the funds historical returns. The funds historical returns were taken from the …
En intervjustudie
… A custom made investment model was created based on the purpose to achieve a risk-adjusted excess return. The results in general did not show any significant difference in return between the model's portfolio and index. However, the study also came to the conclusion that the …
