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Hur ska du investera dina PPM-pengar?: En studie om PPM-fondernas historiska avkastning
Södertörn University College, School of Business Studies.
2010 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesisAlternative title
How should you invest your pension? (English)
Abstract [en]

Purpose: The main purpose of this study is to study the 45 funds, divided into three differentdivisions, then the result will provide a greater understanding of how returns change with ahigher risk.

Methodology: The study is based on a quantitative approach. The survey was conducted bygathering raw data from databases and secondary data from literature, printed and electronicsources.

Theoretical perspectives: The study is based on the theory: the efficient markethypothesis, which argues that future returns can not be calculated as the market is fullyinformed. The study is therefore studying historical yields.

Empirical foundation: Empirical data are acquired from www.morningstar.se, andtherefore also treated on this page. The material is then divided into documents and time axes.

Conclusions: The study has shown that high-risk funds give a higher percentage returns thanmedium-and low-risk funds. However, does not imply a higher risk automatically earn ahigher return when the low-risk funds have shown a higher yield than medium-risk funds. Animportant factor to study when you are looking for the fund which generated the highest ROIis the Sharpe ratio. Although this study demonstrates that high-risk funds have a higherSharpe ratio than competing risk groups.

Place, publisher, year, edition, pages
2010. , 33 p.
Keyword [en]
PPM-funds, risk, Sharpe ratio, management fee
Keyword [sv]
fonder, ppm, pension, kvantitativ, komparativ
National Category
Business Administration
Identifiers
URN: urn:nbn:se:sh:diva-3569OAI: oai:DiVA.org:sh-3569DiVA: diva2:324554
Presentation
2010-05-27, Södertörns högskola, Flemingsberg, 14:39 (Swedish)
Uppsok
Physics, Chemistry, Mathematics
Supervisors
Examiners
Available from: 2010-06-16 Created: 2010-06-15 Last updated: 2010-06-16Bibliographically approved

Open Access in DiVA

fulltext(418 kB)228 downloads
File information
File name FULLTEXT01.pdfFile size 418 kBChecksum SHA-512
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Type fulltextMimetype application/pdf

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Karlevall, Jimmie
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CiteExportLink to record
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Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
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Language
  • de-DE
  • en-GB
  • en-US
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  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
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