Results 21 to 30 of about 326 (153)
The Impact of Turnover Ratio and Fund Size on Mutual Funds Performance in Egypt [PDF]
Mağallaẗ Rāyaẗ Al-Dawliyyaẗ Lil ʿulūm Al-TiğāriyyaẗThis research investigates the relationship between mutual fund performance and key fund characteristics.By examining factors such as fund size, age, type, expenses, and trading activity (turnover ratio), we aim to identify their impact on investment ...
Dr.Lamees Alagamy +2 more
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Zakah Rate In Islamic Stock Performance Models: Evidence From Indonesia
Iqtishadia, 2020 There are three models commonly used to measure the performance of Islamicstocks, named Treynor Ratio, Sharpe Ratio, and Jansen Index. One component of the three models is risk-free returns which are usually approached with interest rates, whereas ...
Mohammad Farhan Qudratullah
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Measuring the performance of mutual funds: A case study [PDF]
Industrija, 2015 In this paper we evaluate the performance of eight open-end mutual funds in the Republic of Serbia for the period 2009-2012, with the aim of testing the justification of active portfolio management of mutual funds, and determining the selection ...
Jakšić Milena +2 more
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The Performance of Portfolio Management Companies in Terms of Pension Funds: Evidence from Turkey
Pamukkale Üniversitesi İşletme Araştırmaları Dergisi, 2021 Private Pension System (PPS) which has been in practice for many countries began its operations on 27 October 2003 in Turkey, and Pension Fund Companies (PFCs), Portfolio Management Companies (PMCs), and government authorities are three main actors in ...
Göksal Selahatdin Kelten
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Mutual Fund Performance: Evidence From South Africa
Emerging Markets Journal, 2015 This paper aims to evaluate the performance of South African equity funds between January 2009 and November 2014. This study period overlaps with the study period of quantitative easing during which developing economies in financial markets have been ...
Ömer Faruk Tan
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Does Voracious Behavior favor Efficient Market Hypothesis? Role of Performance Measures
Scientific Annals of Economics and Business, 2022 Greed plays an important in the fluctuations of stock prices because investors want profits irrespective of the risk taken by them. This study aims to determine, whether, in times of rising trends in the market, greediness is good for the investor or not.
Attayah Shafique +3 more
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Performance Evaluation of Stock Price Indexes in the Indonesia Stock Exchange
International Research Journal of Business Studies, 2018 This study evaluates the performance of stock price indexes in the Indonesia Stock Exchange by using Sharpe Index, Treynor Ratio, Jensen Alpha, Adjusted Sharpe Index, Adjusted Jensen Index and Sortino Ratio.
Robiyanto
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Syntax Idea, 2021 This research aims to compare the return and risk in investment at the stock portfolio of Health Sector Companies in period before the COVID-19 pandemic and during the COVID-19 pandemic in Indonesia. This research conducted using quantitative method with descriptive approach with secondary data with samples of the stock of Health Sector Companies ...
Sulhadi Sulhadi +3 more
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Annales Universitatis Mariae Curie-Skłodowska Sectio H, Oeconomia, 2023 Theoretical background: Retail investors in the financial market have nowadays access to a wide range of investment products. One of the types of such products are open-end investment funds, which by design are asset masses managed by professional ...
Filip Lisak
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Alternative measures and decomposition of mutual funds portfolio performance [PDF]
Bankarstvo, 2018 In addition to the well-established and most commonly used portfolio performance measures, both in theory and practice - the Sharpe ratio, the Treynor ratio and the Jensen's or alpha index, the financial literature also includes other alternative ...
Leković Miljan
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