Är etiska aktiefonder lika lönsamma som traditionella aktiefonder?: En studie som jämför riskjusterad avkastning mellan svenska etiska aktiefonder och traditionella aktiefonder
Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Background: There has been an increase in savings and investment in recent years along with an increased interest in responsible investments. Ethical mutual funds has developed and gained increasingly popularity.
Aim: The aim of the study is to examine if ethical mutual funds 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 study.
Conclusion:The study concludes that there is no significant difference between ethical and conventional mutual funds in terms of return, risk and risk-adjusted return. The small differences that exist between the two fund groups are in favor of the ethical fund group, indicating that funds is a comparable investment option compared to traditional mutual funds.
Place, publisher, year, edition, pages
2011. , 63 p.
Finance, investment, funds, mutual funds, ethical mutual funds, ethical investment
Finans, investering, investeringar, fonder, fond, etiska fonder, etik, etisk investering
IdentifiersURN: urn:nbn:se:sh:diva-15303OAI: oai:DiVA.org:sh-15303DiVA: diva2:490919
Subject / course
UppsokSocial and Behavioural Science, Law
Smolander, Maria, Högskolelektor
Wagué, Cheick, Professor