Domestic open-end equity mutual fund performance evaluation using extended TOPSIS method with different distance approaches
نویسندگان
چکیده
منابع مشابه
Domestic open-end equity mutual fund performance evaluation using extended TOPSIS method with different distance approaches
The most commonly used measures for evaluating the competing mutual funds are “Treynor Ratio”, “Sharpe Ratio” and “Jensen’s Alpha”. One also uses another measure called the “Information Ratio”. However, it is not clear which measure is the most robust. The purpose of our study is to evaluate the performance of mutual funds under the broad framework of Multi-Attribute Decision Analysis approach ...
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ژورنال
عنوان ژورنال: Expert Systems with Applications
سال: 2010
ISSN: 0957-4174
DOI: 10.1016/j.eswa.2009.12.044