Essays about: "Matilda Leidefeldt"

Found 1 essay containing the words Matilda Leidefeldt.

  1. 1. Funds Management Fees - Do you get what you pay for?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Christoffer Magnusson; Matilda Leidefeldt; [2014-06-17]
    Keywords : Mutual funds; management fee; Carhart´s four factor model; risk-adjusted return; efficient market hypothesis; active management;

    Abstract : In this thesis, we study the relationship of 194 mutual funds’ management fees with respect to the funds’ risk-adjusted return, the alpha, derived from the four-factor model as defined by Carhart in 1997. This relationship has been investigated in two steps where the initial step consists of estimating the performance of the individual funds by applying the four-factor model. READ MORE