Mutual fund performance measurement and fund rating.
170 p.
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Theses and Dissertations |
| Published: |
2010
|
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |
| id |
sg-ntu-dr.10356-36156 |
|---|---|
| record_format |
dspace |
| spelling |
sg-ntu-dr.10356-361562020-03-20T21:50:31Z Mutual fund performance measurement and fund rating. Gao, Zhangpeng. Shahidur Rahman School of Humanities and Social Sciences DRNTU::Business::Finance::Funds 170 p. How to measure and rate the performance of funds is the main question that perplexes the fund industry. We show that the measure proposed by Sharpe, which is derived from return-based style analysis, is superior to other measures by a comparative simulation study. We formally develop the econometric methodology on how to implement it, and show that the measure has several advantages because of its quadratic programming estimation techniques instead of the regression method of traditional measures. DOCTOR OF PHILOSOPHY (HSS) 2010-04-23T02:42:42Z 2010-04-23T02:42:42Z 2006 2006 Thesis Gao, Z. P. (2006). Mutual fund performance measurement and fund rating. Doctoral thesis, Nanyang Technological University, Singapore. 10356/36156 10.32657/10356/36156 application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| country |
Singapore |
| collection |
DR-NTU |
| topic |
DRNTU::Business::Finance::Funds |
| spellingShingle |
DRNTU::Business::Finance::Funds Gao, Zhangpeng. Mutual fund performance measurement and fund rating. |
| description |
170 p. |
| author2 |
Shahidur Rahman |
| author_facet |
Shahidur Rahman Gao, Zhangpeng. |
| format |
Theses and Dissertations |
| author |
Gao, Zhangpeng. |
| author_sort |
Gao, Zhangpeng. |
| title |
Mutual fund performance measurement and fund rating. |
| title_short |
Mutual fund performance measurement and fund rating. |
| title_full |
Mutual fund performance measurement and fund rating. |
| title_fullStr |
Mutual fund performance measurement and fund rating. |
| title_full_unstemmed |
Mutual fund performance measurement and fund rating. |
| title_sort |
mutual fund performance measurement and fund rating. |
| publishDate |
2010 |
| _version_ |
1681042635439996928 |