Ghent University Academic Bibliography


Project: Investigation into the added value of mutual funds by using transactional data

project duration
01-OCT-10 – 30-SEP-13
We use an extensive dataset of actual transactions of mutual funds to examine whether they are indeed able to beat the market by generating an excess return. We are innovative in the sense that use transactions, and therefore do not have to proxy transactions as the difference between two ensuing portfolio compositions.