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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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.


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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