Philippine bond funds vs equity funds: Performance evaluation in terms of return and sharpe ratio
This study evaluated Philippine bond and equity funds from 2010-2016 by comparing them to their respective benchmarks, iBoxx Philippines and Philippine Stock Exchange index (PSEi). The performance measures used were returns and risk-adjusted returns (Sharpe ratio) which were derived across four hold...
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Main Authors: | Banez, Denisse Erica M., Barsanalina, Rozza Liza Marie, Calapatan, Jonas B., Villacorta, Julia Victoria H. |
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Format: | text |
Language: | English |
Published: |
Animo Repository
2017
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Subjects: | |
Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/6410 |
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Institution: | De La Salle University |
Language: | English |
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