Equity mutual funds: performance in the Italian financial market
Zaghini, Cecilia (A.A. 2019/2020) Equity mutual funds: performance in the Italian financial market. Tesi di Laurea in Asset management, Luiss Guido Carli, relatore Paolo Porchia, pp. 134. [Master's Degree Thesis]
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Abstract/Index
Mutual funds. The financial instrument of mutual funds. Determinants of mutual funds’ performance. Self-designated benchmark indexes in the mutual fund industry. Data and methodology. Mutual fund performance measurement models. Non-parametric performance persistence test model. Empirical results. The single factor capital asset pricing model analysis. Fama-French three-factor model analysis.
References
Bibliografia: pp. 117-119.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Asset management |
| Thesis Supervisor: | Porchia, Paolo |
| Thesis Co-Supervisor: | Borri, Nicola |
| Academic Year: | 2019/2020 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 22 Jan 2021 07:37 |
| Last Modified: | 22 Jan 2021 07:37 |
| URI: | https://tesi.luiss.it/id/eprint/28150 |
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