Using a sample of 1200 U.S. actively managed open-end mutual funds, I will investigate if actively managed mutual funds are able to outperform the market by achieving positive average alpha values. I will analyze their performance in two well-defined time frames, during the Covid-19 Crisis and during the eight years preceding the pandemic. The empirical results found no evidence of positive performance during the Covid-19 crisis. However, I found evidence in favor of slightly superior performance during the Pre-Covid19 period.

Using a sample of 1200 U.S. actively managed open-end mutual funds, I will investigate if actively managed mutual funds are able to outperform the market by achieving positive average alpha values. I will analyze their performance in two well-defined time frames, during the Covid-19 Crisis and during the eight years preceding the pandemic. The empirical results found no evidence of positive performance during the Covid-19 crisis. However, I found evidence in favor of slightly superior performance during the Pre-Covid19 period.

U.S. MUTUAL FUND PERFORMANCE DURING THE COVID-19 CRISIS

CARTA, SILVIA MARIA
2022/2023

Abstract

Using a sample of 1200 U.S. actively managed open-end mutual funds, I will investigate if actively managed mutual funds are able to outperform the market by achieving positive average alpha values. I will analyze their performance in two well-defined time frames, during the Covid-19 Crisis and during the eight years preceding the pandemic. The empirical results found no evidence of positive performance during the Covid-19 crisis. However, I found evidence in favor of slightly superior performance during the Pre-Covid19 period.
2022
U.S. MUTUAL FUND PERFORMANCE DURING THE COVID-19 CRISIS
Using a sample of 1200 U.S. actively managed open-end mutual funds, I will investigate if actively managed mutual funds are able to outperform the market by achieving positive average alpha values. I will analyze their performance in two well-defined time frames, during the Covid-19 Crisis and during the eight years preceding the pandemic. The empirical results found no evidence of positive performance during the Covid-19 crisis. However, I found evidence in favor of slightly superior performance during the Pre-Covid19 period.
Mutual Fund
Performance
Covid19
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12608/43631