Browsing Magisteruppsatser by Subject "Carhart´s four factor model"
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Funds Management Fees - Do you get what you pay for?
(2014-06-17)In this thesis, we study the relationship of 194 mutual funds’ management fees with respect to the funds’ risk-adjusted return, the alpha, derived from the four-factor model as defined by Carhart in 1997. This relationship ...