Financial literature has very little studies which concentrate on multiple measures of mutual fund performance evaluation. Therefore, an attempt has been made to capture the critical measures of performance evaluation of mutual funds.Ravi Agarwal
Performance Evaluation of Mutual Funds with Reference to PakistanAli, RizwanNaseem, Mohammad AkramUr Rehman, Ramiz
Stale Prices and the Performance Evaluation of Mutual Funds. Staleness in measured prices imparts a positive statistical bias and a negative dilution effect on mutual fund performance. First, evaluating performance w... Qian,Meijun - 《Journal of Financial & Quantitative Analysis》 被引量: 11发表:...
1 Stale Prices and the Performance Evaluation of Mutual Funds Meijun Qian ∗ National University of Singapore ∗ Meijun Qian is at the NUS Business School, National University of Singapore. 1 Business Link, BIZ1 #02-01, Singapore, 117592. Tel: 65-65168119, Email: bizqmj@nus.edu.sg. I...
Relative Performance Evaluation of Mutual Funds: A Non-Parametric Approach. We propose an alternative mutual fund performance index which addresses the benchmark problem and controls for economies of scale in managing mutual funds... Choi,Yoon,K.,... - 《Journal of Business Finance & Accounting》...
With this kind of investors in mind, we adopt a different approach based on option pricing theory. In particular, we show how to apply the portfolio insurance dynamics to the evaluation of mutual funds. We estimate insurance premia for 35 Spanish funds of diverse composition, and we also ...
Relative Performance Evaluation of Mutual Funds: A Non-Parametric Approach. We propose an alternative mutual fund performance index which addresses the benchmark problem and controls for economies of scale in managing mutual funds... Choi,Yoon,K.,... - 《Journal of Business Finance & Accounting...
MUTUAL fundsGENDER inequalityMUTUAL fund managersMutual fund managers use different investment styles and benchmarks in achieving the objectives of the funds. Evaluating varied styles of these managers requires custom-made benchmarks. Sharpe (1992) Style methodology is applied to the m...
The mutual fund industry has experienced huge growth internationally, becoming one of the primary vehicles through which individuals and most institutions invest in capital markets. Thus, the evaluation of the performance of mutual funds has become a very interesting research topic both for academic res...
Chen Y-C, Chiu Y-H, Li M-C (2011) Mutual fund performance evaluation - application of system BCC model. S Afr J Econ 79:1–16 Cheng G, Zerv... A Basso,S Funari - Springer US 被引量: 8发表: 2016年 An Analysis of Performance Evaluation of Mutual Funds Based on Fund Nature: A...