The thesis analyzed the performance of 5,987 mutual funds using a database called Steele Mutual Fund Experts and compared the predicting ability of various measures of performance. The measures discussed in the thesis are Treynor Ratio, Sharpe Ratio, Jensen's Alpha, Graham-Harvey-1 (GH-1), and Graham-Harvey-2 (GH-2). The performance measures are mostly used by professional money managers and scholars for literary purposes.
| Identifer | oai:union.ndltd.org:csusb.edu/oai:scholarworks.lib.csusb.edu:etd-project-4122 |
| Date | 01 January 2006 |
| Creators | Yuksel, Hasan Zafer |
| Publisher | CSUSB ScholarWorks |
| Source Sets | California State University San Bernardino |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | Theses Digitization Project |
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