Brazilian Investments Funds: the influence of higher moments in performance evaluation
نویسندگان
چکیده
منابع مشابه
Performance Evaluation of Investment Funds with DEA and Higher Moments Characteristics: Financial Engineering Perspective
With the development of funds market, the research of funds performance evaluation are becoming an important topic in the field of financial engineering. In the previous research, performance evaluation of investment funds was based on some typical hypothesis, and higher moment of the assets return was mostly neglected. However, a great amount of research, both theoretical and empirical, has su...
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Performance Evaluation of Closed Ended Mutual Funds in Pakistan
Mutual funds are the best tool to mobilize savings and investments in an economy and Pakistan is the pioneer in South Asia, but this industry is not as much mature in comparison to its age in Pakistan. This paper examines the performance of closed ended mutual funds in Pakistan by using five different ranking measures during a period of January 2009 to December 2013 and the sample consists of o...
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By the end of 2018, the net asset value in total and the number of Sharia mutual funds in Indonesia is dominated by the Sharia equity fund. Therefore, this study sought to address the factors of internal and external factors affecting the Sharia equity funds’ performance in Indonesia in the period 2010-2018. The fund performance is measured with the Sharpe ratio. The determinants of fund perfor...
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ژورنال
عنوان ژورنال: Review of Business Management
سال: 2010
ISSN: 1806-4892,1983-0807
DOI: 10.7819/rbgn.v12i36.654