Essays about: "Carl-johan Östblom"

Found 1 essay containing the words Carl-johan Östblom.

  1. 1. Performance Persistence in the Swedish Fund Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Henrik Egesten; Carl-Johan Östblom; [2017]
    Keywords : Value-at-Risk; Sharpe-Ratio; Reward-to-VaR; Spearman s Ranking Correlation; Performance Persistence; Business and Economics;

    Abstract : In this study, the performance persistence in the Swedish mutual fund market is investigated. The performance is measured by two different ratios. The ratios that we use are the Sharpe Ratio and the Reward-to-VaR ratio which are both measuring risk-adjusted returns. READ MORE