Sökning: "Mutual fund tournaments"

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  1. 1. Are There Tournaments In Mutual Funds?

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Mavis Assibey-Yeboah; Xuyang Jiao; [2016-10-06]
    Nyckelord :Mutual fund tournaments; Relative return; Standard deviation ratio; Autocorrelation; Moving average; Four-factor model; Linear regression; Residual risk; Systematic risk; Sorting bias;

    Sammanfattning : Evidence regarding the tournament hypothesis are mixed. In this thesis, we conduct the tournament analysis once more and nd that both monthly and daily data sets provide no proof of tournament behaviour. However, there were tournaments in monthly data using a di erent time period from the one selected for this work. LÄS MER