GUPEA >
Student essays / Studentuppsatser >
School of Business, Economics and Law / Handelshögskolan >
Kandidatuppsatser i finansiell ekonomi >

Första-Fjärde AP-fonden: Riskjusterad avkastning och risk 2001-2017


Please use this identifier to cite or link to this item: http://hdl.handle.net/2077/57107

Files in This Item:

File Description SizeFormat
gupea_2077_57107_1.pdfThesis frame663KbAdobe PDF
View/Open
Title: Första-Fjärde AP-fonden: Riskjusterad avkastning och risk 2001-2017
Authors: Eliasson, David
Möller, Simon
Issue Date: 11-Jul-2018
Degree: Student essay
Series/Report no.: 201807:111
Uppsats
Keywords: "AP-fonderna"
Swedish Pension System
Pension funds
Risk-adjusted Return
Risk Analysis
Diversification
Sharpe Ratio
Fama-French three-factor model
Abstract: The purpose of this study is to investigate whether the four Swedish public pension funds AP1-4 contribute to the stability of the pension system by evaluating their mandate as formulated in the law. The thesis contributes to the existing literature regarding the Swedish pension system through an investigation of the performance and risk level of the funds during the period 2001-2017. We utilize the Fama-French three-factor model and the Sharpe ratio to measure the risk-adjusted return of the f... more
URI: http://hdl.handle.net/2077/57107
Appears in Collections:Kandidatuppsatser i finansiell ekonomi

 

 

© Göteborgs universitet 2011