Performance measures: Traditional versus new models
The thesis analyzed the performance of 5,987 mutual funds using a database called Steele Mutual Fund Experts and compared the predicting ability of various measures of performance. The measures discussed in the thesis are Treynor Ratio, Sharpe Ratio, Jensen's Alpha, Graham-Harvey-1 (GH-1), and...
| Main Author: | |
|---|---|
| Format: | Others |
| Published: |
CSUSB ScholarWorks
2006
|
| Subjects: | |
| Online Access: | https://scholarworks.lib.csusb.edu/etd-project/3086 https://scholarworks.lib.csusb.edu/cgi/viewcontent.cgi?article=4122&context=etd-project |