Essays about: "Arvis Tilgalis"

Found 1 essay containing the words Arvis Tilgalis.

  1. 1. The Effect of Managerial Changes in the Swedish Mutual Fund Industry

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Marija Bikova; Arvis Tilgalis; [2011]
    Keywords : mutual funds; performance evaluation; skill; managerial change;

    Abstract : The following paper studies the effect of managerial changes on the performance of funds in the Swedish mutual fund industry. Jensen's alpha is used to measure funds' performance, and bootstrapped Student's t-tests are performed to identify differences between the pre-change and post-change alphas, fund flows, fees and fund sizes. READ MORE