Sökning: "Philipp Oliver Rusch"

Hittade 1 uppsats innehållade orden Philipp Oliver Rusch.

  1. 1. Predictability of Mutual Fund Performance - Evidence from the Swedish Market

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

    Författare :Stefano Pagliani; Philipp Oliver Rusch; [2017]
    Nyckelord :Performance Prediction; Investment Decisions; Mutual Fund Performance;

    Sammanfattning : This paper studies the out-of-sample performance of three established mutual fund performance predictors in Sweden. Our study draws inspiration from the work of Jones and Mo (2016). We analyse the momentum, back testing and selectivity predictors, based on previously introduced methodologies, as well as our own revised approaches. LÄS MER