Sökning: "PPM mutual fund performance higher moments Sharpe ratio"

Hittade 1 uppsats innehållade orden PPM mutual fund performance higher moments Sharpe ratio.

  1. 1. Mutual fund performance in the Swedish premium system - Beyond the mean-variance framework

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Rasmus Håkansson; [2017]
    Nyckelord :PPM mutual fund performance higher moments Sharpe ratio; Business and Economics;

    Sammanfattning : This paper presents an evaluation of the Swedish pension system, using performance measures that accounts for higher moments of the distribution. The aim of this study is to analyze the relationship between the classical Sharpe ratio and more sophisticated measures, while specifically focusing on the outcome of the default fund in the system. LÄS MER