Analysis of performance in European mutual funds
Pantano, Vittorio (A.A. 2019/2020) Analysis of performance in European mutual funds. Tesi di Laurea in Equity markets and alternative investments, Luiss Guido Carli, relatore Paolo Vitale, pp. 42. [Master's Degree Thesis]
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Abstract/Index
Literature. Evidence of short-term persistence. Carhart research on performance persistence. Data. Retrieving funds RIC codes. Gathering of mutual funds returns. Analysis. Models of performance measurement. Persistence in one-year decile portfolios.
References
Bibliografia: pp. 33-34.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Equity markets and alternative investments |
| Thesis Supervisor: | Vitale, Paolo |
| Thesis Co-Supervisor: | Morelli, Marco |
| Academic Year: | 2019/2020 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 16 Jun 2021 11:17 |
| Last Modified: | 16 Jun 2021 11:17 |
| URI: | https://tesi.luiss.it/id/eprint/29795 |
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