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Kina- och Rysslandsfonder: En jämförande studie i nedgång och uppgång av den svenska börsen
Södertörn University, School of Business Studies.
Södertörn University, School of Business Studies.
2010 (Swedish)Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesisAlternative title
China and Russia Funds : A comparative study in decline and rise of the Swedish stock exchange (English)
Abstract [en]

Purpose: Aims of this paper is to evaluate a comparative study between China and Russia funds in respect of the risks and returns. We also want to examine what has affected the funds in their respective domestic stock market.                                                            

Method: The study is based on qualitative methodology to complement the quantitative survey by first gathering of secondary data from Morningstar, and fund manager´s stories on fund and banking companies' websites.  Primary data is conducted by the interview with fund manager. The sample consists of all land funds for China and Russia has found more than 10 years on the stock market.

Results and Conclusion: The survey shows that China funds will generate better in decline than Russia Funds in both return and risk-adjusted Sharpe ratio. Because the China funds had better risk diversification and its holdings spread across different industry area while Russia funds is more directed towards oil and gas industry. The upturn managed Russia Funds better to recovery than China Funds in terms of return and risk-adjusted Sharpe ratio, which was due to China funds were cautiously optimistic, with the government's stimulus package, while Russia Funds earned at the price of oil in the world increased and a greater willingness to take risks of the global financial system. During the 10 years period, Russia funds better growth compared to China Funds in the total seen by far. For Russia have large oil resources and raw materials including exporting to the fast growing Asian. In China, due to good growth in the consumption good and growing middle class in the country, but also increased projects in financial and infrastructure.

Place, publisher, year, edition, pages
2010. , 57 p.
Keyword [en]
Russia Fund, China Fund, MSCI Sweden, risk and returns and the Sharpe ratio
Keyword [sv]
Rysslandsfond, Kinafond, MSCI Sweden, risk och avkastningar och Sharpekvot
National Category
Business Administration
Identifiers
URN: urn:nbn:se:sh:diva-3534OAI: oai:DiVA.org:sh-3534DiVA: diva2:323604
Subject / course
Business Studies
Presentation
2010-06-11, Alfred Nobels Allè 7, 141 89, Huddinge, 11:22 (Swedish)
Uppsok
Social and Behavioural Science, Law
Supervisors
Examiners
Available from: 2010-06-11 Created: 2010-06-11 Last updated: 2016-12-06Bibliographically approved

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CiteExportLink to record
Permanent link

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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