Browsing NHH Brage by Author "Lunde, Mari Tuhus"
Now showing items 1-1 of 1
-
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 ...