Essays about: "return-based style analysis"
Found 1 essay containing the words return-based style analysis.
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Abstract : The purpose of this paper is to follow in the tracks of the Brinson et al (1986, 1991) and the Ibbotson and Kaplan (2000) studies and investigate the importance of asset allocation to mutual fund performance and the variation of the same. We have chosen to study 46 Swedish balanced mutual funds over a five year period, the time period was chosen as to balance between a long enough time period and large enough sample. READ MORE