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ILSHS > Volume 29 > Ranking of Mutual Funds in Tehran Stock Exchange
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Ranking of Mutual Funds in Tehran Stock Exchange

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Abstract:

Performance evaluation is one the most important point in investment, therefore, in this research we tried to compute and compare the performance of mutual funds by different models and compare them to market. In this research, 14 active mutual funds during the year 2008 to 2012 has been chosen to calculate the risks and returns of these mutual funds and rank them. Results show that performance evaluation of modern and postmodern theory gives different ranking.

Info:

Periodical:
International Letters of Social and Humanistic Sciences (Volume 29)
Pages:
8-13
DOI:
https://doi.org/10.18052/www.scipress.com/ILSHS.29.8
Citation:
M. M. Pashaki et al., "Ranking of Mutual Funds in Tehran Stock Exchange", International Letters of Social and Humanistic Sciences, Vol. 29, pp. 8-13, 2014
Online since:
Jun 2014
Authors:
Mohammadbagher Mohammadinejad Pashaki, Reza Tehrani, Hamid Zarea, Hossein Khanifar, Gholamreza Jandaghi
Keywords:
Modern Portfolio Criteria, Mutual Fund, Performance Evaluation Measures (Sharp, Trynor, Sortino, Omega), Postmodern Portfolio Criteria
Export:
RIS, BibTeX, Text
Distribution:
Open Access

Creative Commons License
This work is licensed under a
Creative Commons Attribution 4.0 International License

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