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Utvärdering av svenska aktie- och aktieindexfonder: En empirisk studie av Sharpekvot, Treynorkvot och M-kvadrat, år 1998-2008
Södertörn University College, School of Business Studies.
Södertörn University College, School of Business Studies.
2008 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 points / 15 hpStudent thesisAlternative title
Analysis of Swedish equity and equity index funds : An empirical study of Sharpe ratio, Treynor ratio, and M-square, year 1998-2008 (English)
Place, publisher, year, edition, pages
Huddinge: Institutionen för ekonomi och företagande , 2008. , p. 52
Keywords [en]
Alpha, Analysis, Equity, Equity index fund, Evaluation, Fund, Index, Indexfund, Jensen, M-squared, Measure, Modigliani, Mutual fund, Return, Risk, Risk adjusted return, Sharpe, SIXPRX, Treynor
Keywords [sv]
Aktie, Aktiefond, Aktieindexfond, Alfa, Analys, Fond, Index, Jensen, M-kvadrat, Modigliani, Mått, Risk, Riskjusterad avkasnting, Sharpe, SIXPRX, Treynor, Utvärdering
National Category
Business Administration
Identifiers
URN: urn:nbn:se:sh:diva-1709OAI: oai:DiVA.org:sh-1709DiVA, id: diva2:15816
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Available from: 2008-06-19 Created: 2008-06-19

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fulltext(758 kB)1366 downloads
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686d36f00f81167d02a7cb5cead1a1b394569f37b07ab0f4b2731a78a31a72ed4b9fd975
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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • harvard-anglia-ruskin-university
  • apa-old-doi-prefix.csl
  • sodertorns-hogskola-harvard.csl
  • sodertorns-hogskola-oxford.csl
  • 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
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