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Mutual Fund Performance

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Submitted By basgerdsen
Words 707
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Case a) US Mutual Fund Performance

Maastricht University | | | | School of Business & Economics | | | | Place & date: | Maastricht, 5th December 2013 | | | | Name, initials: | Müller-Wilmes, VEMCroughs, ZWFWang, WCGerdsen, BHARack, MD | | For assessor only | | ID number: | I6076025I6075042I6117368I6075829I6064576 | | 1. Content | | Study: | International Business Economics | | 2. Language structure | | Course code: | EBC | | 3. Language accuracy | | Group number: | 1 | | 4. Language: Format & citing/referencing | | Writing tutor name: | Mike Langen | | Overall: | | Writing assignment: | | | Advisory grade | | | | | Assessor’s initials | |
Your UM email address: v.muller-wilmes@student.maastrichtuniversity.nl, m.rack@student.maastrichtuniversity.nl, wwc.wang@student.maastrichtuniversity.nl, z.croughs@student.maastrichtuniversity.nl, b.gerdsen@student.maastrichtuniversity.nl

Table of Contents

Everyone has to include at his part how we did it in excel and what the conclusion of his subpart implies for the problem statement

Bas (introduction, and question 1)

Introduction
Descriptive
Data, net of cost etc

Are the returns percentage?
What do we expect from momentum?
Do we need a table of contents?
Do we need to copy the excel sheets into the paper ? or just copying the numbers as we did so far?

1. Best suitable model to measure Performance and Investigation of the different investment strategies
Investigate the different investment style
Pvalues anything remarkable
What does this imply for our problem statement

2. Spread Portfolio (ziloy)

compare the performance spread active –passive what does the beta tell us alpha etc why the r square does not matter

3. Investigation whether funds are invested in the right investment style based on the styles stated in the in

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