Sökning: "Performance persistence"

Visar resultat 21 - 25 av 70 uppsatser innehållade orden Performance persistence.

  1. 21. Expert Illusion - Evaluating Persistence in Mutual Fund Performance

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jacob Magnusson; [2018]
    Nyckelord :Spearman s coefficient; contingency tables; performance persistence; Alpha; Business and Economics;

    Sammanfattning : This study evaluates mutual fund performance persistence using contingency tables and Spearman's rank correlation. Performance is measured with alpha. The results from evaluating 1248 US mutual funds in the period 2005-2017 indicate that one-year performance persistence does not exist. LÄS MER

  3. 22. Chinese Private Equity Fund Characteristics, Returns and Fundraising

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

    Författare :Yuepei Kuang; Ruiqi Zhou; [2018]
    Nyckelord :Private Equity; Fund Characteristics; Performance Persistence; Experience; Size;

    Sammanfattning : Private equity firms have been playing an important role in the global financial market. In 2006, the asset under management was only 1 100 billion CNY, and in 2017, the figure has reached 8654 billion CNY. LÄS MER

  4. 23. A comparison of FDML and GMM for estimation of dynamic panel models with roots near unity

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Adrian Mehic; [2017]
    Nyckelord :econometrics; dynamic panel data; Monte Carlo; Business and Economics;

    Sammanfattning : This thesis compares the performance of the first-differenced maximum likelihood estimator (FDML) and the Blundell-Bond continuously-updating system GMM estimator of the autoregressive parameter in an AR(1) dynamic panel model without exogenous covariates, particularly focusing on the close-to-non-stationary case. This case is far from trivial, as a high degree of persistence is the norm rather than the exception in economic panels. LÄS MER

  5. 24. Performance Persistence in the Swedish Fund Market

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Henrik Egesten; Carl-Johan Östblom; [2017]
    Nyckelord :Value-at-Risk; Sharpe-Ratio; Reward-to-VaR; Spearman s Ranking Correlation; Performance Persistence; Business and Economics;

    Sammanfattning : In this study, the performance persistence in the Swedish mutual fund market is investigated. The performance is measured by two different ratios. The ratios that we use are the Sharpe Ratio and the Reward-to-VaR ratio which are both measuring risk-adjusted returns. LÄS MER

  7. 25. Cross-subframe channel estimation for low-complexity devices in LTE

    Master-uppsats, KTH/Teknisk informationsvetenskap

    Författare :Hugo Lime; [2017]
    Nyckelord :;

    Sammanfattning : One of the most critical issues of wireless communication systems is the timevaryingand frequency-selective channel. Knowledge about the channel greatlyimproves communication performance. It enables coherent demodulation andmeasurements of Signal to Noise Ratio (SNR) and Channel Quality Indicators(CQI). LÄS MER