Asset management and the case of turkey: risk adjusted performance evaluation of turkish mutual and pension funds
Auteur :
Öztürk, Hakkı / Özkan, Tayfun
Éditeur :
Peter Lang AG
ISBN :
9783631879535
Date de publication :
6 juil. 2022
Dimensions :
21,0 x 14,8 cm
Poids :
342 g
Langue :
Anglais
Pays d'origine :
Suisse
In this book, we first reviewed the fund performance measurement ratios and then we evaluated these performance measures of mutual and pension funds in Turkey to determine whether the funds generate alphas (excess returns). There is no evidence that the risk-adjusted performances are better in the long run.