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Performance Evaluation of Mutual Funds, using Sharpe, Treynor and Jensen

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Author Info
Hewad Wolasmal (American University in Dubai, Nordic Consultancy Services)

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Abstract

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File URL: http://129.3.20.41/eps/fin/papers/0509/0509023.doc
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Publisher Info
Paper provided by EconWPA in its series Finance with number 0509023.

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Length: 15 pages
Date of creation: 21 Sep 2005
Date of revision:
Handle: RePEc:wpa:wuwpfi:0509023

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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Web page: http://129.3.20.41

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Related research
Keywords: Sharpe Treynor Jensen

Find related papers by JEL classification:
G - Financial Economics

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