Essays about: "Stefano Pagliani"

Found 1 essay containing the words Stefano Pagliani.

  1. 1. Predictability of Mutual Fund Performance - Evidence from the Swedish Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Stefano Pagliani; Philipp Oliver Rusch; [2017]
    Keywords : Performance Prediction; Investment Decisions; Mutual Fund Performance;

    Abstract : This paper studies the out-of-sample performance of three established mutual fund performance predictors in Sweden. Our study draws inspiration from the work of Jones and Mo (2016). We analyse the momentum, back testing and selectivity predictors, based on previously introduced methodologies, as well as our own revised approaches. READ MORE