Boğ, Hilmi Işık2016-01-082016-01-081990http://hdl.handle.net/11693/17294Ankara : The Department of Management and Graduate School of Business Administration of Bilkent Univ., 1990.Thesis (Master's) -- Bilkent University, 1990.Includes bibliographical references leaves 44-46.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 .vi, 46 leavesEnglishinfo:eu-repo/semantics/openAccessJ en s en I n d e xT r e y n o r I n d e xS h a r p e I n d e xC o u n t r y F u n d sI n t e r n a t i on a l Di v e r s i f i c a t i onHG4538 .B64 1990Investments, foreign.International business enterprises--Finance.International finance.ThesisBILKUTUPB002299