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Svenska pensionsfonder: En studie mellan fondstorlek och prestation
Södertörn University College, School of Business Studies.
Södertörn University College, School of Business Studies.
2010 (Swedish)Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
Abstract [sv]

Syftet med uppsatsen ar att undersöka hur svenska pensionsfonders riskjusterade avkastning påverkas av fondförmögenheten. Detta undersöks p.g.a. att det genomförs stora förflyttningar av pensionskapitalet just nu, tack vare att man nu får göra dessa förflyttningar av sin tjänstepension.

Studien har ett urval av 25 pensionsfonder hos sju av de stora svenska pensionsförvaltarna. Fyra fondtyper hos respektive förvaltare undersöks; en aktiefond, en blandfond samt två olika räntefonder. Historisk data har tagits fram för att kunna mäta sambanden mellan riskjusterad avkastning och fondförmögenhet.

Resultatet som studien kom fram till är att det endast råder ett mycket svagt positivt samband mellan fondförmögenhet och prestation hos de utvalda fonderna. Detta visar att fondförmögenheten inte har så stor betydelse i sitt pensionsval. Slutsatsen man kan dra av detta är att fondförmögenheten har olika påverkan på fondernas prestation beroende på vilken fondtyp man är ute efter. Vill man placera i exempelvis aktiefonder vid sitt pensionsval kan man tänka på att de mindre fonderna i studien har presterat något bättre än de stora och vill man placera i blandfonder behöver man inte ta någon vidare hänsyn till fondförmögenheten.

Abstract [en]

The purpose of this paper is to investigate how Swedish pension funds' risk-adjusted returns are affected by fund assets. This is because it´s implements large movements of the pension capital right now, mostly because it´s legal to move your pension right now.

The survey contains a sample of 25 Swedish pension funds in seven of the major Swedish pension companies. Four fund types are used in the survey: An equity fund, a balanced fund, and two different interest funds. Historical data has been been developed to measure the relationship between risk-adjusted returns and fund assets.

The results of the study concluded that there is only a very weak positive correlation between fund assets and performance of the selected funds. This shows that the fund assets is not so great significance in your choice of the pension. The conclusion we can draw from this is that fund assets have different effects on funds performance depending on what type of fund you are looking for. If you want to invest in equity funds in your choice of pension, you can have in mind that the smaller funds in the study has performed slightly better than the large ones and if you want to invest in balanced funds you don’t have to take any further account of fund assets.

Place, publisher, year, edition, pages
2010. , 59 p.
Keyword [sv]
Sharpekvot, pensionsfond, avkastning, regressionsanalys, korrelationsanalys
National Category
Business Administration
Identifiers
URN: urn:nbn:se:sh:diva-3562OAI: oai:DiVA.org:sh-3562DiVA: diva2:324287
Presentation
2010-06-02, MA 756, Moas båge, Flemingsberg, 10:00 (Swedish)
Uppsok
Social and Behavioural Science, Law
Supervisors
Examiners
Available from: 2010-06-15 Created: 2010-06-14 Last updated: 2010-06-15Bibliographically approved

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Andersson, AndreasHellmark, Fredrik
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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
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