Sökning: "Marcus Klinga"

Hittade 1 uppsats innehållade orden Marcus Klinga.

  1. 1. What Are the Effects of Security Selection and Market Timing on Mutual Fund Performance? A Study of Portfolio Returns and Manager Activity in Sweden

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Marcus Klinga; Henrik Larsson; [2016]
    Nyckelord :Mutual Fund Activity; Tracking Error; Security Selection; Market Timing;

    Sammanfattning : We study the activity of Swedish equity mutual funds by splitting fund manager activity into two different components: market timing and security selection. This is done through a decomposition of the Tracking Error, a method that requires data of the portfolio and index returns exclusively. No portfolio holdings data is needed. LÄS MER