Curriculum vitae: Anders_Ekholm_CV.pdf
Ongoing research: http://ssrn.com/author=302992
LinkedIn: http://fi.linkedin.com/in/andersekholm
Anders Ekholm
Hanken School of Economics
Research Interest
I have developed a new method for detecting portfolio managers' stock picking and market timing activity. My method does NOT require knowledge of portfolio holdings, portfolio and index returns are sufficient. This makes my method easy and efficient to apply in reality. My empirical findings show that stock picking US mutual fund managers create value, whereas market timers destroy value.
You can find a simple application of my method here:
You can find more information on my method and findings here:
JEF: http://dx.doi.org/10.1016/j.jempfin.2012.02.002
SSRN: http://ssrn.com/abstract=1302329
WSJ: http://online.wsj.com/article/SB10001424052748703811604574529903667900302.html
FTAdviser: http://www.ftadviser.com/2011/10/26/focus-winning-ways-to-invest-cjZMXtp8LnfW5mYktZIYpM/article.html
FT: http://www.ft.com/intl/cms/s/0/f80e8174-0202-11df-8b56-00144feabdc0.html#axzz1uG3sIP33
