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Should Size Be Considered?: A Study of Mutual Fund Performance in Sweden
Högskolan i Jönköping, Internationella Handelshögskolan.
2019 (Engelska)Självständigt arbete på avancerad nivå (masterexamen), 20 poäng / 30 hpStudentuppsats (Examensarbete)
Abstract [en]

In this thesis I examine the relationship between mutual fund size and performance for Swedish mutual funds, size and performance persistency is also investigated. The mutual fund market in Sweden consisted of 4,400 billion SEK as of August 2018 and is thus a large part of the economy that affects the entire Swedish population. The sample consist of 135 mutual funds and the period extends from 2009 to 2018. The sample is divided into five groups based on size and their quarterly data is analysed. The performance is measured in returns, Jensen’s alpha and Sharpe ratio. The results are based on regressions and significance tests and the findings indicate that there is a significant negative relation between size and all three performance measurements. A quadratic relation could not be determined and performance persistency could not be explained by the size categories.

Ort, förlag, år, upplaga, sidor
2019. , s. 34
Nyckelord [en]
Economies of scale, mutual funds, performance, modern portfolio theory, performance persistency
Nationell ämneskategori
Nationalekonomi
Identifikatorer
URN: urn:nbn:se:hj:diva-45572ISRN: JU-IHH-NAA-2-20190161OAI: oai:DiVA.org:hj-45572DiVA, id: diva2:1343123
Ämne / kurs
IHH, Nationalekonomi
Handledare
Examinatorer
Tillgänglig från: 2019-08-20 Skapad: 2019-08-15 Senast uppdaterad: 2019-08-20Bibliografiskt granskad

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