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Actively managed mutual funds versus index funds: Risk-adjusted performance from an investor's perspective
Högskolan Väst, Institutionen för ekonomi och it, Avd för juridik, ekonomi, statistik och politik.
Högskolan Väst, Institutionen för ekonomi och it, Avd för juridik, ekonomi, statistik och politik.
2015 (engelsk)Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgave
Abstract [en]

This paper examines the performance of 15 Swedish index stock funds and 30 Swedish actively managed mutual stock funds during the period 27th of March 1995 to 27th of March 2015, from and investor's perspective. Specifically we use Jensen's alpha and capital asset pricing model (CAPM) to examine fund performance. The result indicates that actively managed funds in Sweden do not outperform index funds, according to Jensen's alpha and beta. Actively managed funds are thus not worth their extra management fees and costs.

sted, utgiver, år, opplag, sider
2015. , s. 31
Emneord [en]
Index Funds, Actively managed mutual funds, Investor´s perspective, Risk-adjusted performance, Retirement.
HSV kategori
Identifikatorer
URN: urn:nbn:se:hv:diva-8162Lokal ID: NAX500OAI: oai:DiVA.org:hv-8162DiVA, id: diva2:854998
Fag / kurs
Nationalekonomi
Utdanningsprogram
Mäklarekonom
Veileder
Examiner
Tilgjengelig fra: 2015-09-25 Laget: 2015-09-18 Sist oppdatert: 2015-09-25bibliografisk kontrollert

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