Performance Evaluation of Mutual Funds, using Sharpe, Treynor and Jensen
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Bibliographic InfoPaper provided by EconWPA in its series Finance with number 0509023.
Length: 15 pages
Date of creation: 21 Sep 2005
Date of revision:
Note: Type of Document - doc; pages: 15. In this paper I test the following hypothesis: Are there funds which are fully diversified? For a completely diversified portfolio Treynor and Sharpe indices would give identical rankings.
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Sharpe; Treynor; Jensen;
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- G - Financial Economics
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