Essays about: "Andreas Rönngren"

Found 1 essay containing the words Andreas Rönngren.

  1. 1. Active Share in the Swedish Premium Pension System : A Study on Mutual Fund Activity and Performance

    University essay from Företagsekonomi

    Author : Andreas Rönngren; Ding Xu; [2013]
    Keywords : Active Share; tracking error volatility; tracking error; fund performance; alpha; Swedish funds; fund return; mutual equity funds; CAPM; three-factor model; four factor model; pension; Swedish pension system; premium pension; Swedish premium pension system;

    Abstract : We investigate the activity and performance of 64 Swedish registered mutual equity funds available in the Swedish Premium Pension System from October 2002 to December 2011. Fund activity is measured by applying the holdings based analysis Active Share combined with Tracking Error Volatility (TEV). READ MORE