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1. 1. Do Winners Keep Winning? A Study of the Performance Persistence in Swedish Mutual Funds

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Karl-Johan Hederos Eriksson; Håkan Persson; [2013-04-11]
   Nyckelord :;

   Sammanfattning : We investigate whether performance persistence exists on the Swedish market for equity based mutual funds for the years 1992 – 2011. We test for one-year persistence for the risk-neutral returns for eight fund categories. The method includes both an autoregression of present returns on past returns and a cross product ratio test. LÄS MER