| dc.contributor.advisor | Valeriy Ivanovich Zakamulin | |
| dc.contributor.author | Kjetil Pettersen | |
| dc.date.accessioned | 2022-04-20T16:24:18Z | |
| dc.date.available | 2022-04-20T16:24:18Z | |
| dc.date.issued | 2021 | |
| dc.identifier | no.uia:inspera:95874322:50435317 | |
| dc.identifier.uri | https://hdl.handle.net/11250/2991776 | |
| dc.description.abstract | This thesis evaluates fund managers of active Norwegian funds from 1987-2019. Using the Carhart (1997) four-factor model as the primary performance model and the bootstrap methodology of Kosowski et al. (2006), I answer the following questions: Are there Norwegian active funds that manage to produce significant positive alpha? Can we conclude on the best and worst performances not being a result of luck but rather a result of fund managers’ stock-picking skills and lack thereof, respectively? | |
| dc.description.abstract | | |
| dc.language | eng | |
| dc.publisher | University of Agder | |
| dc.title | Do Managers of Active Norwegian Funds Possess Stock-Picking Skills? | |
| dc.type | Master thesis | |
