Essays about: "net and gross excess returns"

Found 2 essays containing the words net and gross excess returns.

  1. 1. Competition in the U.S. Mutual Fund Industry: A performance evaluation of actively managed domestic equity mutual funds

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Adam Öster; [2017]
    Keywords : Performance evaluation; equity mutual fund; CAPM; Jensen´s alpha; OLS regression; Business and Economics;

    Abstract : I evaluate a total of 204 U.S. equity mutual funds split into one major group and one additional group for the time period 2002-2016. The major group consists of the ten largest U. READ MORE

  3. 2. Performance of Actively Managed Equity Mutual Funds : Empirical Evidence of the Swedish Market

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Paulius Dijokas; Dijana Zaric; [2015]
    Keywords : Equity mutual funds’ performance; efficient market hypothesis; Fama-French three factor model; net and gross excess returns;

    Abstract : During the last decade, investments into the Swedish mutual fund market have increased substantially. The increased popularity of actively managed Swedish equity funds among households and investment companies, correspondingly, funds need to deliver substantial results, raised the importance to evaluate these funds’ performance. READ MORE