Blar i NHH Brage på forfatter "Lunde, Mari Tuhus"
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On asset pricing models and mutual fund performance : an empirical analysis of US mutual funds
Kildahl, Tobias; Lunde, Mari Tuhus (Master thesis, 2018)Asset pricing models introduce the challenge of testing a joint hypothesis. This thesis tests the hypothesis of model misspecification and true alpha separately, using the testing methodology of Gibbons, Ross and Shanken ...