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Evaluation of balanced mutual funds: the case of the Greek financial market

Evaluation of balanced mutual funds: the case of the Greek financial market Assesses the 1995‐1998 performance of ten domestic balanced mutual funds in the Greek financial market using daily net asset value per unit. Ranks them on the basis of daily average return, total risk, coefficient of variation, systematic risk, Treynor’s index, Sharpe’s index and Jensen’s alpha. Shows that their risks and returns were lower than the Athens Stock Exchange index, that they followed defensive investment policies, that some achieved high returns with low risk and that there was some variation of ranking according to the techniques used. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Managerial Finance Emerald Publishing

Evaluation of balanced mutual funds: the case of the Greek financial market

Managerial Finance , Volume 27 (6): 8 – Jun 1, 2001

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References (5)

Publisher
Emerald Publishing
Copyright
Copyright © 2001 MCB UP Ltd. All rights reserved.
ISSN
0307-4358
DOI
10.1108/03074350110767240
Publisher site
See Article on Publisher Site

Abstract

Assesses the 1995‐1998 performance of ten domestic balanced mutual funds in the Greek financial market using daily net asset value per unit. Ranks them on the basis of daily average return, total risk, coefficient of variation, systematic risk, Treynor’s index, Sharpe’s index and Jensen’s alpha. Shows that their risks and returns were lower than the Athens Stock Exchange index, that they followed defensive investment policies, that some achieved high returns with low risk and that there was some variation of ranking according to the techniques used.

Journal

Managerial FinanceEmerald Publishing

Published: Jun 1, 2001

Keywords: Accounting research; Investment management; Return on investment; Risk; Greece

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