• 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>International Journal of Accounting and Economics Studies >Financial performance of investment funds as members of Tehran stock exchange
【24h】

Financial performance of investment funds as members of Tehran stock exchange

机译：作为德黑兰证券交易所成员的投资基金的财务绩效

获取原文
           
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

In this research, the financial performance of investment funds as members of Tehran Stock Exchange was measured based on the Modern Portfolio Theory (MPT) measures including Sharpe's, Jensen's, Treynor's and Modigliani's measures. The performance rating of investments was also compared based on the above measures and the relation of any fund's rank with the related measures was examined. Overall, 32 mutual funds were evaluated during 2011-12. The results showed that the net growth percentage of any in-vestment unit's asset value is directly and strongly related to the growth percentage of Sharpe's, Jensen's and Modigliani's measures, but the net growth percentage of any investment unit's asset value is weakly and inversely related to Treynor's measure. The funds' ranks were not also the same based on the abovementioned measures, but there is only a significant relationship between their ranks.
机译：在这项研究中，根据德黑兰证券交易所成员的投资基金的财务绩效是根据现代投资组合理论（MPT）衡量标准进行衡量的，包括夏普，詹森，特雷诺和莫迪利亚尼的衡量标准。根据上述措施，还比较了投资的绩效等级，并检查了任何基金等级与相关措施之间的关系。总体而言，在2011-12年度对32个共同基金进行了评估。结果表明，任何投资单位资产价值的净增长百分比与Sharpe，Jensen和Modigliani指标的增长百分比直接且强烈相关，但任何投资单位资产价值的净增长百分比与特雷诺的措施。基于上述衡量标准，各基金的排名也不相同，但是它们之间的排名之间只有显着的关系。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号