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 12,202

SSRN RANKINGS

Top 12,202

in Total Papers Downloads

4,910

SSRN CITATIONS
Rank 22,299

SSRN RANKINGS

Top 22,299

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 2,023 (9,370)
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
Stockholm School of Economics, Department of Finance, The Seventh Swedish National Pension Fund, The Seventh Swedish National Pension Fund and AP7
Downloads 1,792 (11,402)

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 603 (55,109)
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 492 (71,063)
Citation 5

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