The performance Analysis of German Mutual Funds investing in Small-Cap Companies
Thesis (M.A.) from the year 2014 in the subject Business economics - Investment and Finance, grade: 7.5, Maastricht University, language: English, abstract: The following study examines the performance of mutual funds investing in small cap companies in the period from 1990 until 2013. Therefore, funds investing in small companies in Germany are tested on their ability to deliver risk-adjusted abnormal returns. The returns are risk-adjusted according to Fama French (1996) three-factor model, Carhart four-factor model and the liquidity adjusted five-factor model of Pastor and Stambaugh (2003). A separate examination of the internet crisis 2000…
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Produktdetails
- ISBN: 978-3-656-82230-1
- EAN: 9783656822301
- Produktnummer: 24347718
- Verlag: Grin Verlag
- Sprache: Englisch
- Erscheinungsjahr: 2014
- Seitenangabe: 60 S.
- Plattform: PDF
- Masse: 1'017 KB
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