Ranking mutual funds using Sortino method

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...

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Bibliographic Details
Main Authors: Khosro Faghani Makrani, Behzad Zamanian
Format: Article
Language:English
Published: Growing Science 2014-04-01
Series:Management Science Letters
Subjects:
Online Access:http://www.growingscience.com/msl/Vol4/msl_2014_66.pdf