Blar i BI Open på forfatter "Mustafa, Daniel Amir"
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Norwegian mutual fund performance based on Fama and French´s five-factor model
Mustafa, Daniel Amir; Ali, Mohammad Yousaf (Master thesis, 2016)The following paper uses a dataset free of survivorship bias for the period 2002-2011. We investigate whether Norwegian mutual funds possess enough skills to outperform a passive benchmark based on Fama and French’s ...