Essays about: "Karl-Johan Hederos Eriksson"

Found 1 essay containing the words Karl-Johan Hederos Eriksson.

  1. 1. Do Winners Keep Winning? A Study of the Performance Persistence in Swedish Mutual Funds

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Karl-Johan Hederos Eriksson; Håkan Persson; [2013-04-11]
    Keywords : ;

    Abstract : We investigate whether performance persistence exists on the Swedish market for equity based mutual funds for the years 1992 – 2011. We test for one-year persistence for the risk-neutral returns for eight fund categories. The method includes both an autoregression of present returns on past returns and a cross product ratio test. READ MORE