Risk Adjusted Performance of Pakistani Mutual Funds

Muhammad Nouman () and Attaullah Shah ()
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Muhammad Nouman: Institute of Management Sciences, Peshawar

Business & Economic Review, 2013, vol. 5, issue 2, 65-77

Abstract: This research aims to analyze the risk adjusted performance of Pakistani open-end mutual funds during the time period July 2008 to July 2013 using the most important and widely used risk adjusted performance measures. A sample of 73 open-end funds is used for this purpose. The analysis is free from the limitation of unequal sample observations and non-identical time periods. Findings suggest that in Pakistan the open-end mutual funds do not have superior risk adjusted performance.

Keywords: Mutual funds; risk adjusted performance; risk management (search for similar items in EconPapers)
JEL-codes: G11 G12 G32 (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:bec:imsber:v:5:y:2013:i:2:p:65-77

DOI: 10.22547/BER/5.2.5

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