dc.contributor.author | Sarossy, Tony | |
dc.contributor.author | Bojanowicz, Hanna Marta | |
dc.date.accessioned | 2021-06-30T14:01:09Z | |
dc.date.available | 2021-06-30T14:01:09Z | |
dc.date.issued | 2021-06-30 | |
dc.identifier.uri | http://hdl.handle.net/2077/68969 | |
dc.description | MSc in Finance | sv |
dc.description.abstract | This thesis investigates and compares the relationship between managerial skill and its impact
on open-end mutual fund performance in terms of net alpha. The approach is to study
managerial skill measured in terms of value added. Using descriptive statistics with one-tailed
t-test of value added over the period between January 2008 and December 2017, the results
obtained suggest persistency in value added and thus that there is strong evidence that
managerial skill exists. | sv |
dc.language.iso | eng | sv |
dc.relation.ispartofseries | Master Degree Project | sv |
dc.relation.ispartofseries | 2021:132 | sv |
dc.title | Does managerial skill exist? - A study of value added and its impact on mutual fund performance | sv |
dc.type | Text | |
dc.setspec.uppsok | SocialBehaviourLaw | |
dc.type.uppsok | H2 | |
dc.contributor.department | University of Gothenburg/Graduate School | eng |
dc.contributor.department | Göteborgs universitet/Graduate School | swe |
dc.type.degree | Master 2-years | |