Alqadhib, Haidar; Kulendran, Nada; Seelanatha, Lalith - In: Cogent economics & finance 10 (2022) 1, pp. 1-22
This study aims to measure the performance of actively-managed Saudi Arabia mutual funds during the COVID-19 outbreak … five-factor model to measure the risk-adjusted performance of a selected sample of 79 mutual funds. Mutual funds in Saudi … Arabia outperformed the market with a significant positive alpha of 0.15%. The panel data regression technique identified the …