文章基本信息

标题：Ranking mutual funds using Sortino method
本地全文：下载
作者：Khosro Faghani Makrani ; Behzad Zamanian
期刊名称：Management Science Letters
印刷版ISSN：1923-9335
电子版ISSN：1923-9343
出版年度：2014
卷号：4
期号：5
页码：659-662
DOI：10.5267/j.msl.2014.2.028
出版社：Growing Science
摘要：One of the primary concerns on most business activities is to determine an efficient method for ranking mutual funds. This paper performs an empirical investigation to rank 42 mutual funds listed on Tehran Stock Exchange using Sortino method over the period 2011-2012. The results of survey have been compared with market return and the results have confirmed that there were some positive and meaningful relationships between Sortino return and market return. In addition, there were some positive and meaningful relationship between two Sortino methods.
关键词：Sortino method; Mutual fund; Tehran Stock Exchange