Performance and Persistence in Norwegian Mutual Funds
Using a dataset free of survivorship bias, we investigate the performance and performance persistence of Norwegian mutual funds in the period 2000-2010. To evaluate mutual fund performance we apply a multi-period version of the Carhart 4-factor model to obtain Jensen's alpha. We assess the stat...
| Main Authors: | , , |
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| Format: | Others |
| Language: | English |
| Published: |
Norges teknisk-naturvitenskapelige universitet, Institutt for industriell økonomi og teknologiledelse
2012
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-21057 |