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The performance Analysis of German Mutual Funds investing in Small-Cap Companies


Thesis (M.A.), 2014

60 Pages, Grade: 7.5


Excerpt


Contents

1 Introduction

2 Literature Review
2.1 Development of the mutual fund literature and international fund performance
2.2 Past performance
2.3 Liquidity issues
2.4 Small cap segment
2.5 Activist investors
2.6 Low cost alternatives to mutual funds

3 Industry Review
3.1 Discretionary mandates

4 Data and Methodology
4.1 Hypothesis
4.2 Data
4.3 Data quality
4.4 Models

5 Results
5.1 Fama-French Model
5.2 Carhart Model
5.3 Liquidity Model
5.4 Discussion of the results
5.5 Fees added back

6 Conclusion
6.1 Implications for academia
6.2 Implications for retail investors
6.3 Wrap up

7 References

Excerpt out of 60 pages

Details

Title
The performance Analysis of German Mutual Funds investing in Small-Cap Companies
College
Maastricht University
Grade
7.5
Author
Year
2014
Pages
60
Catalog Number
V282432
ISBN (eBook)
9783656822301
ISBN (Book)
9783656822318
File size
1016 KB
Language
English
Keywords
mutual funds, stocks, markets, performance, germany, small cap, fund managers, asset management, outperformance, finance, financial markets, money management, wealth management, value adding, Fama French, Carhart, Liquidity adjusted, regression, alpha
Quote paper
Maximilian Wegener (Author), 2014, The performance Analysis of German Mutual Funds investing in Small-Cap Companies, Munich, GRIN Verlag, https://www.grin.com/document/282432

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