Improved investment performance using the portfolio diversification index
نویسندگان
چکیده
منابع مشابه
Investment Portfolio Performance Evaluation
Most people who contract with financial managers do not have much understanding of how much benefit paid support provides them in terms of investment return. Similarly, most people who manage their own portfolios do not know how well they are doing with respect to the rest of the financial market – they simply define a successful portfolio by a positive return on investment. The goal of this pr...
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T he main purpose of this paper is to analyze the performance of mutual funds in Iran by using Fama decomposition model (1972). Thus, daily data of 55 mutual funds during a four-year period from 21/3/2014 to 21/3/2018 were investigated. To achieve this goal, firstly, the performance of mutual funds was broken down into Fama components, and it was shown that the diversification perfor...
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ژورنال
عنوان ژورنال: Journal of Economic and Financial Sciences
سال: 2012
ISSN: 2312-2803,1995-7076
DOI: 10.4102/jef.v5i1.311