Do Winners Persist - A Study of Funds Denominated in Euros
(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.
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/1487485
- author
- Örn, Philip
- supervisor
- organization
- year
- 2009
- 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}}, language = {{eng}}, note = {{Student Paper}}, title = {{Do Winners Persist - A Study of Funds Denominated in Euros}}, year = {{2009}}, }