An investigation into the performance and persistence of actively managed equity mutual funds in the U.S

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An investigation into the performance and persistence of actively managed equity mutual funds in the U.S

This paper aims to investigate the performance of U.S equity mutual funds under active management to find whether fund managers can gain excess returns by superior stock selection and market timing abilities using data from 2007 to 2017. The Capital Asset Pricing Model (CAPM) and four-factor model a...

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Bibliographic Details
Main Author:	Wu, Wendi
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2018
Subjects:	Mutual funds
Online Access:	https://eprints.nottingham.ac.uk/53847/

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