Master Thesis Online
Analysis of mutual fund performance before and after financial crisis using false discoveries method
Rajniaková, Veronika 
Promotor(s) :
Hambuckers, Julien
Date of defense : 2-Sep-2020/8-Sep-2020 • Permalink : http://hdl.handle.net/2268.2/10325
s190835_Rajniakova_2020.pdfDetails
| Title : | Analysis of mutual fund performance before and after financial crisis using false discoveries method |
| Author : | Rajniaková, Veronika
|
| Date of defense : | 2-Sep-2020/8-Sep-2020 |
| Advisor(s) : | Hambuckers, Julien
|
| Committee's member(s) : | Lambert, Marie
Conlin, Andrew |
| Language : | English |
| Keywords : | [en] open-end funds [en] mutual fund performance [en] false discoveries [en] snooping bias |
| Discipline(s) : | Business & economic sciences > Finance |
| Institution(s) : | Université de Liège, Liège, Belgique |
| Degree: | Master en sciences de gestion, à finalité spécialisée en Banking and Asset Management |
| Faculty: | Master thesis of the HEC-Ecole de gestion de l'Université de Liège |
Abstract
[en] This Master thesis analyses the performance of mutual funds controlling for snooping bias using the method of false discoveries. Mutual fund performance for both EU and US open-end funds is examined during different time periods, focusing especially on period before financial crises and after financial crisis. Findings show that there is a strong impact of luck on the mutual fund performance and that only very few funds show true managerial skills.
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