Essays about: "Karl-Johan Hederos Eriksson"
Found 1 essay containing the words Karl-Johan Hederos Eriksson.
-
1. Do Winners Keep Winning? A Study of the Performance Persistence in Swedish Mutual Funds
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : 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
Result pages:
1