Essays about: "Treynor och Mazuy"

Found 2 essays containing the words Treynor och Mazuy.

  1. 1. Swedish Equity Funds: A Study of Performance and Return Persistence

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Oskar Steneryd; André Löfdahl; [2009]
    Keywords : Equity funds; Jensen’s Alpha; Performance Persistence; Market Timing Ability; Treynor and Mazuy;

    Abstract : Previous research has shown that equity funds tend to not over perform in relation to the market index regardless of the fund’s investment strategy. However, academic opinions are ambiguous regarding whether equity funds exhibit persistence in performance and if equity funds’ performance can be explained by market timing ability. READ MORE

  3. 2. Active Management in Swedish National Pension Funds: An Analysis of Performance in the AP-funds

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Sara Blomstergren; Jennifer Lindgren; [2008]
    Keywords : Active management; pension funds; alpha;

    Abstract : This paper investigates the active management in the Swedish National Pension Funds. Monthly returns have been collected from two out of six funds for the time period 1 January 2003 to 31 December 2007. READ MORE