Evaluating the Performance of Swedish-Registered Actively Managed Emerging Market Equity Mutual Funds
We calculate the alpha of a survivorship bias-free sample of Swedish-registered actively managed emerging market equity mutual funds (with at least 10 years of return data), using long-short and long-only versions of several asset pricing models: the CAPM, the Fama-French three-factor model, the Car...
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| Format: | Others |
| Language: | English |
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Uppsala universitet, Nationalekonomiska institutionen
2020
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-418099 |