Sökning: "weinhagen"

Hittade 1 uppsats innehållade ordet weinhagen.

  1. 1. Svenska fonder - En prestationsutvärdering

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Zakarias Bergstrand; Alexander Weinhagen; [2012]
    Nyckelord :Jensen’s alfa; Tracking-Error; Modigliani-squared; Henriksson and Merton; Spearman’s Rank Correlation Coefficient; Business and Economics;

    Sammanfattning : We have in this thesis studied 131 Swedish mutual funds during the period of 2007-01-01 until 2012-01-01 and the period of 2010-01-01 until 2012-01-01 where the mutual funds in majority have their assets placed in the Swedish market. We have chosen to do a performance evaluation by using Jensen´s alfa, Tracking-Error, Modigliani-squared and Henriksson and Merton´s test for the selection and timing ability. LÄS MER