Essays about: "Stock Selectivity"

Found 2 essays containing the words Stock Selectivity.

  1. 1. China-focused Mutual Funds: A Study of Performance, Selectivity and Market Timing

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Amanda Ulfsdotter; Rebecca Samuelsson; [2011]
    Keywords : mutual funds; selectivity; market timing; unconditional models; conditional models;

    Abstract : This study examines the performance of 36 China-focused mutual funds advertised and sold in Sweden. We use Jensen's alpha, the Treynor-Mazuy model and the Henriksson-Merton model in order to evaluate overall performance, stock selection abilities and market timing skills of the fund managers. READ MORE

  3. 2. Active Portfolio Management: A performance evaluation of Swedish equity mutual funds

    University essay from Göteborgs universitet/Graduate School

    Author : Jahangir Hashemi; Abrar Hussain; [2009-08-21T08:52:05Z]
    Keywords : Active management; Market timing; Mutual funds; Portfolio; Performance evaluation; Stock Selectivity;

    Abstract : This thesis evaluates the performance of selected actively managed Swedish equity mutual funds. By estimating performance measurements such as Jensen’s alpha and M-square we identify excess returns of the mutual funds to appropriate benchmark indices as well as managers stock selecting abilities. READ MORE