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Risk Adjusted Performance of Pakistani Mutual Funds

Author

Listed:
  • Muhammad Nouman

    (Institute of Management Sciences, Peshawar)

  • Attaullah Shah

    (Institute of Management Sciences, Peshawar)

Abstract

This research aims to analyze the risk adjusted performance of Pakistani open-end mutual funds during the time period July 2008 to July 2013 using the most important and widely used risk adjusted performance measures. A sample of 73 open-end funds is used for this purpose. The analysis is free from the limitation of unequal sample observations and non-identical time periods. Findings suggest that in Pakistan the open-end mutual funds do not have superior risk adjusted performance.

Suggested Citation

  • Muhammad Nouman & Attaullah Shah, 2013. "Risk Adjusted Performance of Pakistani Mutual Funds," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 5(2), pages 65-77, October.
    • Handle: RePEc:bec:imsber:v:5:y:2013:i:2:p:65-77
    DOI: dx.doi.org/10.22547/BER/5.2.5
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    File URL: http://imsciences.edu.pk/files/journals/Vol.%205%20No.%202%20October%202013/(5)%20Risk%20Adjusted%20Performance%20of%20Pakistani%20outline.pdf
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    More about this item

    Keywords

    Mutual funds; risk adjusted performance; risk management;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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