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


  • Hewad Wolasmal

    (American University in Dubai, Nordic Consultancy Services)


No abstract is available for this item.

Suggested Citation

  • Hewad Wolasmal, 2005. "Performance Evaluation of Mutual Funds, using Sharpe, Treynor and Jensen," Finance 0509023, University Library of Munich, Germany.
  • 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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    Sharpe; Treynor; Jensen;

    JEL classification:

    • G - Financial Economics

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