Evaluation of Lithuanian mutual funds performance using complex evaluation model

Previous studies of mutual funds evaluation models and methods are examined in the article. The rates of risk and return, used by Lithuanian mutual funds, the timing ability Treynor-Mazuy model and their efficiency are discussed. The complex evaluation SAW method is chosen as the solution to mutual...

Full description

Bibliographic Details
Main Authors: Jelena Stankevičienė, Irma Gavrilova
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2012-03-01
Series:Business: Theory and Practice
Subjects:
Online Access:https://journals.vgtu.lt/index.php/BTP/article/view/8680