Browsing School of Business, Economics and Law / Handelshögskolan by Subject "Alpha"

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Skill, Scale and Investor Return in Established and Emerging Markets - An empirical study of equity mutual fund performance between markets with contrasting characteristics

Fröling, Olle; Wingstrand, Olle (2022-06-29)

In this report we empirically analyze the effects of returns to scale for equity mutual funds in the Nordic and Asian regions. We also investigate whether or not funds generate alpha (i.e., have skill). This is achieved ...