Performance Evaluation of Selected Mutual Funds in China
Loading...
Downloads
9
Date issued
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Vysoká škola báňská - Technická univerzita Ostrava
Location
Signature
Abstract
The aim of this diploma thesis is going to focus on the performance evaluation of six selected Chinese mutual funds, especially equity funds, for the period from 2010 to 2015. The performance is measured by the risk adjusted indicators such as Treynor ratio, Sharpe ratio, Jensen’s alpha and Information ratio.
Description
Import 02/11/2016
Subject(s)
Chinese mutual funds, equity funds, performance evaluation, risk-adjusted methods