miun.sePublications
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Hållbara kontra konventionella fonder: En prestationsstudie om passivt och aktivt förvaltade fonder
Mid Sweden University, Faculty of Science, Technology and Media, Department of Information Systems and Technology.
Mid Sweden University, Faculty of Science, Technology and Media, Department of Information Systems and Technology.
2019 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

Every fourth Swede chooses to invest their capital in sustainable funds. There is consensus on the fact that the financial market has been affected by the increased awareness on sustainability which companies have embraced and now manage extensive CSR-work. The goal of this essay is to answer the question whether sustainable funds contributes larger to a portfolios risk adjusted return than conventional mutual funds and if there is a connection between that and passive or active fund management. The report compares 16 funds between the years of 2012 to 2018, whereas 8 funds are conventional and 8 are sustainable. Furthermore, half of each group is passively managed and half is actively managed. The ratios used to measure risk adjusted return in this essay is the Sharpe ratio and the Sortino Ratio. The results show that the conventional funds have a higher risk adjusted return than the sustainable funds. The result is further compared to previous research and discussed towards the hypotheses presented in the theory chapter.

Place, publisher, year, edition, pages
2019. , p. 40
Keywords [en]
CSR, Sustainability, SRI, Sustainable funds, Morningstar
National Category
Other Engineering and Technologies not elsewhere specified
Identifiers
URN: urn:nbn:se:miun:diva-36868Local ID: IG-V19-G3-012OAI: oai:DiVA.org:miun-36868DiVA, id: diva2:1343322
Subject / course
Industrial Organization and Economy IE1
Educational program
Master of Science in Industrial Engineering and Management TINDA 300 higher education credits
Supervisors
Examiners
Available from: 2019-08-16 Created: 2019-08-16 Last updated: 2019-08-16Bibliographically approved

Open Access in DiVA

fulltext(825 kB)3 downloads
File information
File name FULLTEXT01.pdfFile size 825 kBChecksum SHA-512
0efa9e3365e40e4a8c28f1ae9cb6685b09d7ff371f0d6a9bd3b7cf0f00e2bf89afccd31d32ff563c1795a67e835f53798e2bfac0a43690dc6f05a9c7d0c883d7
Type fulltextMimetype application/pdf

Search in DiVA

By author/editor
Gustavsson, AndréIssa, Nicole
By organisation
Department of Information Systems and Technology
Other Engineering and Technologies not elsewhere specified

Search outside of DiVA

GoogleGoogle Scholar
Total: 3 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

urn-nbn

Altmetric score

urn-nbn
Total: 14 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf