Active Share for Swedish funds 2010-2013
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资源简介：
Data on funds' holdings were gathered from Finansinspektionen.
The benchmarks constituents were provided by SIX Financial Information and Nasdaq OMX, and gathered from Datastream and iShares (iShares tracks the MSCI-indices).
The following were used for each category: Sweden, SIXPRX; Sweden_small, CSRXSE; Nordic, VINXBCAP; Nordic_small, VINXSC; Europe, Euro Stoxx 50; Europe_small, Stoxx Europe Small 200; Global_AC, iShares MSCI ACWI; Global_DM, iShares MSCI World; EM, iShares MSCI Emerging; China, iShares MSCI China; and Russia, iShares MSCI Russia.
References
Cremers, K. J. M. & Petajisto, A. (2009). How Active Is Your Fund Manager? A New Measure That Predicts Performance. Review of Financial Studies, 22(9). 3329-3365. doi:10.1093/rfs/hhp057
Petajisto, A. (2013). Active Share and Mutual Fund Performance. Financial Analysts Journal, 69(4). 73-93. doi: 10.2469/faj.v69.n4.7.
创建时间：
2016-05-08
