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.
Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:sh-15303 |
Date | January 2011 |
Creators | Weltzien, Espen Hultgreen, Badami, Sohail |
Publisher | Södertörns högskola, Institutionen för ekonomi och företagande, Södertörns högskola, Institutionen för ekonomi och företagande |
Source Sets | DiVA Archive at Upsalla University |
Language | Swedish |
Detected Language | English |
Type | Student thesis, info:eu-repo/semantics/bachelorThesis, text |
Format | application/pdf |
Rights | info:eu-repo/semantics/openAccess |
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