Active Share in the Swedish Premium Pension System : A Study on Mutual Fund Activity and Performance
We investigate the activity and performance of 64 Swedish registered mutual equity funds available in the Swedish Premium Pension System from October 2002 to December 2011. Fund activity is measured by applying the holdings based analysis Active Share combined with Tracking Error Volatility (TEV). A...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
Umeå universitet, Företagsekonomi
2013
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73545 |