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Are Swedish equity fund managers stock pickers or market timers?
Stockholm University, Faculty of Social Sciences, School of Business.
Stockholm University, Faculty of Social Sciences, School of Business.
2004 (English)Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

This paper presents an empirical examination of the selectivity and market timing performance of Swedish mutual fund managers. By employing different evaluation models we are investigating if managers in Sweden have the ability to outperform the market and if they display any superior skills. The main conclusion drawn from the study is that between 2000 and 2004 Swedish fund managers performed badly. It appears that fund managers in Sweden do not possess either selectivity skills or the ability to time the market.

Place, publisher, year, edition, pages
2004.
National Category
Business Administration
Identifiers
URN: urn:nbn:se:su:diva-5392OAI: oai:DiVA.org:su-5392DiVA: diva2:195212
Uppsok
samhälle/juridik
Available from: 2007-01-05 Created: 2007-01-05

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CiteExportLink to record
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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
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Language
  • de-DE
  • en-GB
  • en-US
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  • nn-NO
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