Performance Evaluation of Mutual Funds, using Sharpe, Treynor and Jensen
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|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.|
|Contact details of provider:|| Web page: http://econwpa.repec.org|
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