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Do Winners Persist - A Study of Funds Denominated in Euros

Örn, Philip (2009)
Department of Economics
Abstract
The purpose of this paper is to investigate whether there is evidence of performance persistence among 726 funds with net asset values denominated in Euros. The study is carried out on data ranging from April 1992 to April 2009. Persistence is searched for in raw, risk adjusted and alpha performance. The results attained provide evidence for the distinguishing of performance persistence in the short term. In the long term there is no unison evidence for performance persistence.
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author
Örn, Philip
supervisor
organization
year
type
M2 - Bachelor Degree
subject
keywords
persistence, performance, Economics, funds, Economics, econometrics, economic theory, economic systems, economic policy, Nationalekonomi, ekonometri, ekonomisk teori, ekonomiska system, ekonomisk politik
language
English
id
1487485
date added to LUP
2009-06-23 00:00:00
date last changed
2010-08-03 10:52:41
@misc{1487485,
  abstract     = {The purpose of this paper is to investigate whether there is evidence of performance persistence among 726 funds with net asset values denominated in Euros. The study is carried out on data ranging from April 1992 to April 2009. Persistence is searched for in raw, risk adjusted and alpha performance. The results attained provide evidence for the distinguishing of performance persistence in the short term. In the long term there is no unison evidence for performance persistence.},
  author       = {Örn, Philip},
  keyword      = {persistence,performance,Economics,funds,Economics, econometrics, economic theory, economic systems, economic policy,Nationalekonomi, ekonometri, ekonomisk teori, ekonomiska system, ekonomisk politik},
  language     = {eng},
  note         = {Student Paper},
  title        = {Do Winners Persist - A Study of Funds Denominated in Euros},
  year         = {2009},
}