Assessment Of Portfolio Management Skills In Iranian Capital Market Mutual Funds:Baysian Model Averaging Approach
Evaluating portfolio management performance and mutual fund’s active management abilities is of particular importance. Capital asset pricing model and holding portfolios model are among the most important studies to assess the ability of mutual funds market timing and security selection. This study...
Main Authors: | behrang asadi gharehjeloo, hossein abdo tabrizi |
---|---|
Format: | Article |
Language: | fas |
Published: |
Development and Foresight Research Center
2020-08-01
|
Series: | پژوهشهای برنامه و توسعه |
Subjects: | |
Online Access: | https://www.journaldfrc.ir/article_104643_004991c8e5d364ed9db04003d638bf64.pdf |
Similar Items
-
Complete guide to managing a portfolio of mutual funds /
by: 318556 Rutherford, Ronald K.
Published: (1998) -
Mutual Fund Flows and Benchmark Portfolio Returns
by: Joakim Kvamvold
Published: (2017-06-01) -
The mutual funds book : how to invest in mutual funds & earn high rates of returns safely /
by: 502574 Northcott, Alan
Published: (2008) -
‘Smart’ copycat mutual funds: on the performance of partial imitation strategies
by: Roberto Stein
Published: (2022-10-01) -
The winning portfolio : choosing your 10 best mutual funds /
by: 251704 Farrell, Paul B.
Published: (1999)