Essays about: "Marcus Klinga"

Found 1 essay containing the words Marcus Klinga.

  1. 1. What Are the Effects of Security Selection and Market Timing on Mutual Fund Performance? A Study of Portfolio Returns and Manager Activity in Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Marcus Klinga; Henrik Larsson; [2016]
    Keywords : Mutual Fund Activity; Tracking Error; Security Selection; Market Timing;

    Abstract : We study the activity of Swedish equity mutual funds by splitting fund manager activity into two different components: market timing and security selection. This is done through a decomposition of the Tracking Error, a method that requires data of the portfolio and index returns exclusively. No portfolio holdings data is needed. READ MORE