Stefan Engstrom

Stockholm School of Economics, Department of Finance

P.O. Box 6501

Stockholm 113 83

Sweden

Agenta

Managing Director

Vasagatan 15-17

Stockholm, 11120

Sweden

  • Stockholm School of Economics, Department of Finance

    • Email
    • Tel: +46 8 402 16 82

  • Agenta

    • Email
    • Tel: + 46 8 402 16 82
SCHOLARLY PAPERS

6

DOWNLOADS
Rank 15,191

SSRN RANKINGS

Top 15,191

in Total Papers Downloads

5,168

SSRN CITATIONS
Rank 22,124

SSRN RANKINGS

Top 22,124

in Total Papers Citations

3

CROSSREF CITATIONS

42

Scholarly Papers (6)

Actions:
Email selected abstracts
1.

Does Active Portfolio Management Create Value? An Evaluation of Fund Managers' Decisions

Number of pages: 32 Posted: 04 Mar 2002
Stefan Engstrom
Stockholm School of Economics, Department of Finance
Downloads 2,156 (11,122)
Citation 6

Abstract:

Loading...

Mutual Funds, Portfolio Evaluation, Performance Attribution, Trading

2.

Alpha-Beta-Separation: From Theory to Practice

Number of pages: 13 Posted: 27 May 2008
Stefan Engstrom, Richard Grottheim, Peter Norman and Christian Ragnartz
Stockholm School of Economics, Department of Finance, The Seventh Swedish National Pension Fund, The Seventh Swedish National Pension Fund and AP7
Downloads 1,838 (14,349)

Abstract:

Loading...

Pension Fund, Performance, Alpha, Beta

3.

Investment Strategies, Fund Performance and Portfolio Characteristics

SSE/EFI Working Paper Series No. 554
Number of pages: 29 Posted: 22 Mar 2004
Stefan Engstrom
Stockholm School of Economics, Department of Finance
Downloads 624 (66,979)
Citation 1

Abstract:

Loading...

Diversification, Portfolio Evaluation, Investment Strategies, Momentum

4.

Performance and Characteristics of Swedish Mutual Funds

Journal of Financial and Quantitative Analysis, Vol. 35, pp. 409-423, 2000
Number of pages: 21 Posted: 02 Jun 2009 Last Revised: 11 Jun 2013
Magnus Dahlquist, Stefan Engstrom and Paul Söderlind
Stockholm School of Economics, Stockholm School of Economics, Department of Finance and University of St. Gallen
Downloads 550 (78,999)
Citation 6

Abstract:

Loading...

flows, persistence, portfolio evaluation, survivorship bias, style analysis

5.

Which Individuals Make Active Decisions in the New Swedish Pension System?

Journal of Pension Economics and Finance, Vol. 2, pp. 225-245, 2003
Posted: 26 Mar 2004
Stefan Engstrom and Anna Westerberg
Stockholm School of Economics, Department of Finance and National Insurance Board

Abstract:

Loading...

Mutual funds, portfolio choice, pension system, status quo bias

6.

Costly Information, Diversification and International Mutual Fund Performance

Posted: 26 Mar 2004
Stefan Engstrom
Stockholm School of Economics, Department of Finance

Abstract:

Loading...

Distance, Style Analysis, Survivorship Bias