Performance of Mutual Funds

被引：6
|
作者：
Noulas, Athanasios [1 ]
Papanastasiou, John [1 ]
Lazaridis, John [1 ]
机构：
[1] Univ Macedonia, Dept Accounting & Finance, Thessaloniki, Greece
来源：
MANAGERIAL FINANCE | 2005年 / 31卷 / 02期
关键词：
Mutual Funds; Performance Evaluation; Systematic Risk;
D O I：
10.1108/03074350510769523
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
The current paper evaluates the performance of Greek equity funds during the period 1997-2000. The evaluation is based on the analysis of risk and return. The risk is measured through the coefficient of variation and the systematic risk. The results indicate that there is a positive relation between risk and return for the whole period, while the betas for all funds are smaller than one.
引用
收藏
页码：101 / +
页数：13
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