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Danish mutual fund performance

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  • M. Christensen

Abstract

This article provides the first independent performance analysis of Danish mutual funds. We analyse selectivity and market timing abilities for 71 mutual funds that have been in operation from 2001 to 2010. The results show great fund performance diversity. Half the funds have performed neutrally, whereas 42% of the funds have shown significantly negative performance and only 7% of the funds have over-performed their benchmark. Furthermore, 14% of the funds analysed possess market timing abilities, but for 8 out of 10 funds, their market timing ability has been unsuccessful.

Suggested Citation

  • M. Christensen, 2013. "Danish mutual fund performance," Applied Economics Letters, Taylor & Francis Journals, vol. 20(8), pages 818-820, May.
  • Handle: RePEc:taf:apeclt:v:20:y:2013:i:8:p:818-820
    DOI: 10.1080/13504851.2012.750415
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    Cited by:

    1. Ahmad, Shabbir & Alsharif, Danyah, 2019. "A Comparative Performance Evaluation of Islamic and Conventional Mutual Funds in Saudi Arabia," MPRA Paper 94808, University Library of Munich, Germany.
    2. Zia-ur-Rehman Rao & Tanveer Ahsan & Muhammad Zubair Tauni & Muhammad Umar, 2018. "Performance and Persistence in Performance of Actively Managed Chinese Equity Funds," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(3), pages 727-747, September.

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