Evaluating large US-based equity mutual funds using risk-adjusted performance measures

Authors :: Arugaslan, Onur
Edwards, Ed
Samant, Ajay
Source :: International Journal of Commerce and Management. Spring-Summer, 2007, Vol. 17 Issue 1-2, p6, 19 p.
Publication Year :: 2007
Abstract: Abstract Purpose--This paper seeks to evaluate the risk-adjusted performance of the largest US-based equity mutual funds using rigorous analysis grounded in modern portfolio theory and present the results in a [...]

Subjects :: Rate of return -- Analysis
Achievement motivation -- Analysis
Risk management -- Evaluation
Business, international
Business
Risk management
Return on investment
Evaluation
Analysis

Tools