Performance Evaluation of Mutual Funds, using Sharpe, Treynor and Jensen

Hewad Wolasmal

Finance from University Library of Munich, Germany

Keywords: Sharpe; Treynor; Jensen (search for similar items in EconPapers)
JEL-codes: G (search for similar items in EconPapers)
Pages: 15 pages
Date: 2005-09-21
New Economics Papers: this item is included in nep-fmk
Note: Type of Document - doc; pages: 15. In this paper I test the following hypothesis: Are there funds which are fully diversified? For a completely diversified portfolio Treynor and Sharpe indices would give identical rankings.
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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpfi:0509023

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