Visar nyckelord: "Active Share"
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A Wolf In Sheep's Clothing, A study about potential closet indexing in the Swedish equity mutual fund industry.
(2020-08-20)We measure the activity of Swedish domiciled equity mutual funds with Sweden as geographical investment universe, by calculating their active share with respect to major market indices like OMX30 GI and OMX Small Cap TR ... -
Fund activity and performance: A closer look at the Swedish mutual fund industry
(2016-07-06)This paper investigates the level of fund activity and its e ect on fund performance on the Swedish market. By analyzing fund characteristics between 2005 to 2015, we find that among the active fund alternatives, the ...