Ranking of mutual funds in Tehran Stock Exchange Cover Image

Ranking of mutual funds in Tehran Stock Exchange
Ranking of mutual funds in Tehran Stock Exchange

Author(s): Gholamreza Jandaghi, Hossein Khanifar, Reza Tehrani , Mohammadbagher Mohammadinejad Pashaki, Hamid Zarea
Subject(s): Economy
Published by: SciPress Ltd.
Keywords: Modern portfolio criteria; postmodern portfolio criteria; Mutual fund; Performance evaluation measures (sharp; trynor; sortino; omega)

Summary/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.

  • Issue Year: 2014
  • Issue No: 18
  • Page Range: 8-13
  • Page Count: 6
  • Language: English
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