Essays about: "Alexander Lötvall"

Found 1 essay containing the words Alexander Lötvall.

  1. 1. Tournament behavior of US corporate bond mutual funds: A non-parametric analysis

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Alexander Lötvall; David Eklund; [2016]
    Keywords : Tournament behavior; Risk shifting; Adverse incentives; Corporate bond mutual funds;

    Abstract : This thesis tests the tournament hypothesis on a data set of corporate bond mutual funds. According to the tournament hypothesis portfolios ranked as "losers" at an interim date will increase portfolio volatility to a greater extent than funds ranked as "winners". READ MORE