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...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Growing Science
2014-04-01
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Series: | Management Science Letters |
Subjects: | |
Online Access: | http://www.growingscience.com/msl/Vol4/msl_2014_66.pdf |