Mutual Fund Size and Fund Performance

Table 5.4: Alphas for Portfolios Formed with the Fama-French 3-factor Model The table presents annualized percentage alphas for the optimal and equal weight portfolios estimated

The purpose of this paper is threefold. The paper investigates the performance and persistence in actively managed Norwegian mutual fund returns. Additionally, the paper aims to

SRI mutual funds perform slightly better during crisis periods compared to their conventional fund peers, but during non-crisis periods SRI funds underperform, and for

Ever since the original CAPM model was developed, studies find that active mutual fund managers are not able to outperform the market portfolio consistently to a sufficient degree

As shown in Table 5-1, both fund families earn almost the same return but assuming Sharpe ratio, DNB funds perform better than the funds in ODIN family.. It is worth mentioning, that

The main purpose of this thesis was to perform a mutual fund evaluation for Skagen Kon-Tiki and some emerging markets funds, with an emphasis on the funds’ performance relative to the

Their findings suggest that a mutual fund tournament exists within the family; fund managers do alter their funds risk profile dependent on their mid- year rank.. Further on

The primary research question will be whether there is a relationship between past abnormal performance and fund flows for Norwegian registered active mutual funds.. This