Mutual fund performance measurement and fund rating.
170 p.
| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Published: |
2010
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| Online Access: | https://hdl.handle.net/10356/36156 |
| _version_ | 1811689824674906112 |
|---|---|
| author | Gao, Zhangpeng. |
| author2 | Shahidur Rahman |
| author_facet | Shahidur Rahman Gao, Zhangpeng. |
| author_sort | Gao, Zhangpeng. |
| collection | NTU |
| description | 170 p. |
| first_indexed | 2024-10-01T05:54:15Z |
| format | Thesis |
| id | ntu-10356/36156 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T05:54:15Z |
| publishDate | 2010 |
| record_format | dspace |
| spelling | ntu-10356/361562020-10-29T18:13:51Z Mutual fund performance measurement and fund rating. Gao, Zhangpeng. Shahidur Rahman School of Humanities and Social Sciences DRNTU::Business::Finance::Funds 170 p. How to measure and rate the performance of funds is the main question that perplexes the fund industry. We show that the measure proposed by Sharpe, which is derived from return-based style analysis, is superior to other measures by a comparative simulation study. We formally develop the econometric methodology on how to implement it, and show that the measure has several advantages because of its quadratic programming estimation techniques instead of the regression method of traditional measures. DOCTOR OF PHILOSOPHY (HSS) 2010-04-23T02:42:42Z 2010-04-23T02:42:42Z 2006 2006 Thesis Gao, Z. P. (2006). Mutual fund performance measurement and fund rating. Doctoral thesis, Nanyang Technological University, Singapore. https://hdl.handle.net/10356/36156 10.32657/10356/36156 application/pdf |
| spellingShingle | DRNTU::Business::Finance::Funds Gao, Zhangpeng. Mutual fund performance measurement and fund rating. |
| title | Mutual fund performance measurement and fund rating. |
| title_full | Mutual fund performance measurement and fund rating. |
| title_fullStr | Mutual fund performance measurement and fund rating. |
| title_full_unstemmed | Mutual fund performance measurement and fund rating. |
| title_short | Mutual fund performance measurement and fund rating. |
| title_sort | mutual fund performance measurement and fund rating |
| topic | DRNTU::Business::Finance::Funds |
| url | https://hdl.handle.net/10356/36156 |
| work_keys_str_mv | AT gaozhangpeng mutualfundperformancemeasurementandfundrating |