Performance Evaluation of Mutual Funds, using Sharpe, Treynor and Jensen
| Year of publication: |
2005-09-21
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|---|---|
| Authors: | Wolasmal, Hewad |
| Institutions: | EconWPA |
| Subject: | Sharpe | Treynor | Jensen |
| Extent: | application/msword |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Type of Document - doc; pages: 15. In this paper I test the following hypothesis: Are there funds which are fully diversified? For a completely diversified portfolio Treynor and Sharpe indices would give identical rankings. 15 pages |
| Classification: | G - Financial Economics |
| Source: |
Persistent link: https://www.econbiz.de/10005561754