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Performance measures: Traditional versus new models

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.

Identiferoai:union.ndltd.org:csusb.edu/oai:scholarworks.lib.csusb.edu:etd-project-4122
Date01 January 2006
CreatorsYuksel, Hasan Zafer
PublisherCSUSB ScholarWorks
Source SetsCalifornia State University San Bernardino
Detected LanguageEnglish
Typetext
Formatapplication/pdf
SourceTheses Digitization Project

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