Ranking the performance of country funds using risk adjusted performance measures: Treynor Index, Sharpe Index, Jensen Index
| buir.advisor | Aydoğan, Kürşat | |
| dc.contributor.author | Boğ, Hilmi Işık | |
| dc.date.accessioned | 2016-01-08T20:08:58Z | |
| dc.date.available | 2016-01-08T20:08:58Z | |
| dc.date.issued | 1990 | |
| dc.department | Department of Management | en_US |
| dc.description | Ankara : The Department of Management and Graduate School of Business Administration of Bilkent Univ., 1990. | en_US |
| dc.description | Thesis (Master's) -- Bilkent University, 1990. | en_US |
| dc.description | Includes bibliographical references leaves 44-46. | en_US |
| dc.description.abstract | T 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.degree | M.B.A | en_US |
| dc.description.statementofresponsibility | Boğ, Hilmi Işık | en_US |
| dc.format.extent | vi, 46 leaves | en_US |
| dc.identifier.itemid | BILKUTUPB002299 | |
| dc.identifier.uri | http://hdl.handle.net/11693/17294 | |
| dc.language.iso | English | en_US |
| dc.publisher | Bilkent University | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject | J en s en I n d e x | en_US |
| dc.subject | T r e y n o r I n d e x | en_US |
| dc.subject | S h a r p e I n d e x | en_US |
| dc.subject | C o u n t r y F u n d s | en_US |
| dc.subject | I n t e r n a t i on a l Di v e r s i f i c a t i on | en_US |
| dc.subject.lcc | HG4538 .B64 1990 | en_US |
| dc.subject.lcsh | Investments, foreign. | en_US |
| dc.subject.lcsh | International business enterprises--Finance. | en_US |
| dc.subject.lcsh | International finance. | en_US |
| dc.title | Ranking the performance of country funds using risk adjusted performance measures: Treynor Index, Sharpe Index, Jensen Index | en_US |
| dc.type | Thesis | en_US |
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