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Performance and Characteristics of Swedish Mutual Funds

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Author Info
Dahlquist, Magnus () (Dept. of Finance, Stockholm School of Economics)
Engström, Stefan () (Dept. of Finance, Stockholm School of Economics)
Söderlind, Paul () (Dept. of Economics, Stockholm School of Economics)

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Abstract

This paper studies the relation between fund performance and fund attributes in the Swedish market. Performance is measured as the alpha in a linear regression of fund returns on several benchmark assets, allowing for time-varying betas. The estimated performance is then used in a cross-sectional analysis of the relation between performance and fund attributes such as past performance, flows, size, turnover, and proxies for expenses and trading activity. The results show, among other things, that good performance is to be found among small equity funds, low-fee funds, funds whose trading activity is high, and in some cases, funds with good past performance.

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Publisher Info
Paper provided by Stockholm School of Economics in its series Working Paper Series in Economics and Finance with number 312.

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Length: 21 pages
Date of creation: 28 Feb 1999
Date of revision: 25 Nov 1999
Publication status: Published in Journal of Financial and Quantitative Analysis, 2000, pages 15.
Handle: RePEc:hhs:hastef:0312

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Postal: The Economic Research Institute, Stockholm School of Economics, P.O. Box 6501, 113 83 Stockholm, Sweden
Phone: +46-(0)8-736 90 00
Fax: +46-(0)8-31 01 57
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Web page: http://www.hhs.se/
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Related research
Keywords: Flows; persistence; portfolio evaluation; survivorship bias; style analysis;

Find related papers by JEL classification:
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
G23 - Financial Economics - - Financial Institutions and Services - - - Pension Funds; Other Private Financial Institutions

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Christensen, Michael, 2005. "Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence," Finance Research Group Working Papers F-2005-01, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
  2. Jondeau, E. & Rockinger, M., 2004. "The Bank Bias: Segmentation of French Fund Families," Documents de Travail 107, Banque de France. [Downloadable!]
Statistics
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This page was last updated on 2009-12-4.


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