การวิเคราะห์อัตราผลตอบแทนและความเสี่ยงของกองทุนรวมหุ้นสามัญที่บริหารจัดการโดยบริษัทหลักทรัพย์จัดการกองทุนรวมบัวหลวง จำกัด
This research, the purpose is to study and evaluate the yield of the Fund's shares. Using monthly data From May 2555 to December 2557 using key performance metrics based on a series of Sharpe, Treynor and Jensen study found that mutual fund shares with a policy of investing in equity securities...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Independent Study |
| Language: | Thai |
| Published: |
เชียงใหม่ : บัณฑิตวิทยาลัย มหาวิทยาลัยเชียงใหม่
2018
|
| Subjects: | |
| Online Access: | http://cmuir.cmu.ac.th/jspui/handle/6653943832/46131 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |
| Language: | Thai |
| Summary: | This research, the purpose is to study and evaluate the yield of the Fund's shares. Using monthly data From May 2555 to December 2557 using key performance metrics based on a series of Sharpe, Treynor and Jensen study found that mutual fund shares with a policy of investing in equity securities. Return on average higher Average yield of the market (reference threshold) evaluation of the implementation of a series of Sharpe and Treynor found that mutual fund shares with a policy of investing in equity securities, the value Sharpe's ratio and Treynor's ratio is higher than the market (reference threshold. ) and evaluation of the implementation of the mutual fund shares and Jensen found that a policy of investing in equity securities whose returns exceed the normal (α> 0) |
|---|