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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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.


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


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