Show simple item record

dc.contributor.advisorAydoğan, Kürşaten_US
dc.contributor.authorBoğ, Hilmi Işıken_US
dc.date.accessioned2016-01-08T20:08:58Z
dc.date.available2016-01-08T20:08:58Z
dc.date.issued1990
dc.identifier.urihttp://hdl.handle.net/11693/17294
dc.descriptionAnkara : The Department of Management and Graduate School of Business Administration of Bilkent Univ., 1990.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 1990.en_US
dc.descriptionIncludes bibliographical references leaves 44-46.en_US
dc.description.abstractT h i s s t u dy ranks the performaпсе o f c o u n t r y f u n d s w i t h i n th e international context using risk adjusted performance measures, namely Treynor Index, Sharpe Index, and Jensen Index. Results of t h e t h r e e p e r f o rm a n c e m e a su r e s a r e s i m i l a r and c o r r e l a t i o n among these measures are qu ite high. Moreover, the re la t io n between risk measures and performance measures i s tested . Only,Treynor M e a sure seems t o b e s e n s i t i v e t o s y s t e m a t i c r i s k , /9. Oth er measures are in s e n s it iv e to both systematic risk and standard d e v i a t i on o f r et ur n s .en_US
dc.description.statementofresponsibilityBoğ, Hilmi Işıken_US
dc.format.extentvi, 46 leavesen_US
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectJ en s en I n d e xen_US
dc.subjectT r e y n o r I n d e xen_US
dc.subjectS h a r p e I n d e xen_US
dc.subjectC o u n t r y F u n d sen_US
dc.subjectI n t e r n a t i on a l Di v e r s i f i c a t i onen_US
dc.subject.lccHG4538 .B64 1990en_US
dc.subject.lcshInvestments, foreign.en_US
dc.subject.lcshInternational business enterprises--Finance.en_US
dc.subject.lcshInternational finance.en_US
dc.titleRanking the performance of country funds using risk adjusted performance measures: Treynor Index, Sharpe Index, Jensen Indexen_US
dc.typeThesisen_US
dc.departmentDepartment of Managementen_US
dc.publisherBilkent Universityen_US
dc.description.degreeM.S.en_US
dc.identifier.itemidBILKUTUPB002299


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record