Reza Tavakoli Baghdadabad, Mohammad; Matnor, Fauzias; … - In: Journal of Islamic Accounting and Business Research 3 (2012) 2, pp. 138-162
Purpose – This paper aims to evaluate the risk‐adjusted performance of Malaysian mutual funds using optimized drawdown risk measures (ODRMs) based on modern portfolio theory, and to represent the results in a manner which is easily understood by average investors and portfolio managers....