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Equity mutual fund managers performance in Greece

Equity mutual fund managers performance in Greece Outlines the models devised by Jensen (1968, 1969) and Treynor and Mazuy (1966) for measuring the performance of managed portfolios and related empirical research. Applies the Treynor‐Mazuy model to a sample of 17 Greek equity mutual funds using 1995‐1998 daily returns data and presents the results, which show no evidence that fund managers can select the right market timing or (except for four) undervalued securities. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Managerial Finance Emerald Publishing

Equity mutual fund managers performance in Greece

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

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References (11)

Publisher
Emerald Publishing
Copyright
Copyright © 2001 MCB UP Ltd. All rights reserved.
ISSN
0307-4358
DOI
10.1108/03074350110767231
Publisher site
See Article on Publisher Site

Abstract

Outlines the models devised by Jensen (1968, 1969) and Treynor and Mazuy (1966) for measuring the performance of managed portfolios and related empirical research. Applies the Treynor‐Mazuy model to a sample of 17 Greek equity mutual funds using 1995‐1998 daily returns data and presents the results, which show no evidence that fund managers can select the right market timing or (except for four) undervalued securities.

Journal

Managerial FinanceEmerald Publishing

Published: Jun 1, 2001

Keywords: Accounting research; Investment management; Modelling; Performance; Greece

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