Essays about: "Jensen’s alpha"

Showing result 6 - 6 of 6 essays containing the words Jensen’s alpha.

1. 6. China-focused Mutual Funds: A Study of Performance, Selectivity and Market Timing

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Amanda Ulfsdotter; Rebecca Samuelsson; [2011]
   Keywords : mutual funds; selectivity; market timing; unconditional models; conditional models;

   Abstract : This study examines the performance of 36 China-focused mutual funds advertised and sold in Sweden. We use Jensen's alpha, the Treynor-Mazuy model and the Henriksson-Merton model in order to evaluate overall performance, stock selection abilities and market timing skills of the fund managers. READ MORE