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

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 17,678

SSRN RANKINGS

Top 17,678

in Total Papers Downloads

5,358

SSRN CITATIONS
Rank 26,306

SSRN RANKINGS

Top 26,306

in Total Papers Citations

3

CROSSREF CITATIONS

42

Scholarly Papers (6)

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 2,230 (12,925)
Citation 6

Abstract:

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Mutual Funds, Portfolio Evaluation, Performance Attribution, Trading

2.

Alpha-Beta-Separation: From Theory to Practice

Number of pages: 13 Posted: 27 May 2008
Stockholm School of Economics, Department of Finance, The Seventh Swedish National Pension Fund, The Seventh Swedish National Pension Fund and AP7
Downloads 1,867 (17,096)

Abstract:

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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 651 (76,774)
Citation 1

Abstract:

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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 610 (83,203)
Citation 11

Abstract:

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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:

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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:

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Distance, Style Analysis, Survivorship Bias