Meric, Ilhan; Gishlick, Herbert E.; Taga, Leonore S.; … - In: Business and Economics Research Journal 2 (2011) 1, pp. 1-1
In this paper, we study the risk-return performance of 23 Ishares country index funds in the U.S. during the May 19, 2008-March 9, 2009 bear market and the March 9, 2009-January 19, 2010 bull market. Our findings with the Sharpe and Treynor portfolio performance measures indicate that the...