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A meta-analysis of mutual fund performance

โœ Scribed by T. Daniel Coggin; John E. Hunter


Publisher
Springer US
Year
1993
Tongue
English
Weight
752 KB
Volume
3
Category
Article
ISSN
0924-865X

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Efficiency of mutual funds and portfolio
โœ B.P.S. Murthi; Yoon K. Choi; Preyas Desai ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 859 KB

In finance, portfolio performance assessment is an important area of research. The two popular indices of performance are the Jensen's alpha and the Sharpe index. However there are a number of shortcomings of the above measures that have been highlighted in the literature. We propose a new measure o