Essays about: "Jensen’s measure alpha"

Found 2 essays containing the words Jensen’s measure alpha.

  1. 1. Do actively managed Sweden funds yield higher return better than passively managed funds, during a volatile market, when taking risk into account?

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Allan Mohideen; Robin Lopes; [2023-08-25]
    Keywords : ;

    Abstract : This paper is examining if Swedish actively managed funds is creating more value for investors compared to Swedish index funds. The study is focused on the time period 2012-2022. Three risk-adjusted measurements are used to execute this mission. READ MORE

  3. 2. 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