Τίτλος σε άλλη γλώσσα: Performance Persistence of Professionally Managed Portfolios [Αγγλική] Ημερομηνία: 09-09-2018 [2018-09-09] Συγγραφέας: Αναστασοπούλου, Κωνσταντινα Σχολή: Σχολή Κοινωνικών Επιστημών Τμήμα: Διοίκηση Επιχειρήσεων (MBA) Περίληψη (Abstract): We investigate performance persistence in a sample of equity mutual funds in four countries of Southern Europe, specifically Portugal, Italy, Greece and Spain (PIGS). We examine performance persistence for short-term time horizons. We are using three different ratios for the ranking of the equity mutual funds. In particular, we are using the unconditional CAPM (Jensen’s alpha), the traditional ori...