Can I read Evaluating Mutual Fund Performance on EtoBox?
Evaluating Mutual Fund Performance by feliperocco8 is a document available to read on EtoBox.
What is Evaluating Mutual Fund Performance about?
The document discusses the challenges in evaluating the performance of investment portfolios, particularly mutual funds, focusing on the predictive ability of portfolio managers and the measurement of risk. It emphasizes the need for absolute performance measures rather than relative ones and introduces a model based on capital asset pricing theory to assess forecasting ability. The study analyzes the performance of 115 mutual funds from 1945 to 1964, highlighting the importance of accounting for risk in pe
- Author
- feliperocco8
- Language
- EN