Does Cap-Size Matter? A study of ten Swedish Small and Large-Cap Funds

dc.contributor.author	Boström, Anna-Lina
dc.contributor.author	Petersson, Johanna
dc.contributor.department	University of Gothenburg/Department of Economics	eng
dc.contributor.department	Göteborgs universitet/Institutionen för nationalekonomi med statistik	swe
dc.date.accessioned	2012-03-27T14:16:04Z
dc.date.available	2012-03-27T14:16:04Z
dc.date.issued	2012-03-27
dc.description.abstract	This study aims to examine and compare the performance of five small-cap funds and five large-cap funds during a ten-year time period and two sub-periods. The used performance measures to evaluate the funds are Jensen’s alpha, Sharpe and Treynor ratio. The investigation indicates that the selected small-cap funds outperform the large caps in every single time period, based on the risk-adjusted return. Remarkable is that the large-cap funds performed best during the period of crisis compared to the pre-crisis and full-time period. However, the small-cap funds seem to be a superior investment despite the economic downturn.	sv
dc.identifier.uri	http://hdl.handle.net/2077/28997
dc.language.iso	eng	sv
dc.relation.ispartofseries	Finansiell ekonomi	sv
dc.relation.ispartofseries	2012:11	sv
dc.setspec.uppsok	SocialBehaviourLaw
dc.title	Does Cap-Size Matter? A study of ten Swedish Small and Large-Cap Funds	sv
dc.type	text
dc.type.degree	Student essay
dc.type.uppsok	M2

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