A SURVEY ON THE EFFICIENCY OF THE POSTMODERN PERFORMANCE APPRAISAL MEASURES OF MUTUAL FUNDS IN TEHRAN STOCK EXCHANGE

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JAFARI SERESHT DAVOOD; BAYAT MARZIYEH; JAVIDI ATHAR ALI

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Journal: JOURNAL OF SECURITIES EXCHANGE Year:2016 | Volume:9 | Issue:34 Page(s): 27-52

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Title

A SURVEY ON THE EFFICIENCY OF THE POSTMODERN PERFORMANCE APPRAISAL MEASURES OF MUTUAL FUNDS IN TEHRAN STOCK EXCHANGE

Author(s)

JAFARI SERESHT DAVOOD | BAYAT MARZIYEH | JAVIDI ATHAR ALI | Issue Writer Certificate

Keywords

MUTUAL FUNDQ2

MODERN PERFORMANCE MEASUREMENTS CRITERIAQ1

POSTMODERN PERFORMANCE MEASUREMENTS CRITERIAQ2

Abstract

According to the nature of the MUTUAL FUNDs, the use of an appropriate method for evaluating the performance of such funds always has been one of the most important issues in the field of investments performance evaluation. So, different criteria have already been introduced by researchers to evaluate the funds Performance.The present paper examines the efficiency of the POSTMODERN PERFORMANCE MEASUREMENTS CRITERIA compared with modern criteria based on data of the active MUTUAL FUNDs in Tehran Stock Exchange for the period of 6 years from April 2009 to March 2015. In this paper, Upside Potential Ratio, Sortino Ratio and Omega measure as postmodern Criteria and Sharp Return, Treynor Ratio, and Jensen Differential Return Measure as MODERN PERFORMANCE MEASUREMENTS CRITERIA have been used. Results of the study show that there is a significant different between Postmodern and MODERN PERFORMANCE MEASUREMENTS CRITERIA for MUTUAL FUND in Tehran Stock Exchange.

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APA: Copy

JAFARI SERESHT, DAVOOD, BAYAT, MARZIYEH, & JAVIDI ATHAR, ALI. (2016). A SURVEY ON THE EFFICIENCY OF THE POSTMODERN PERFORMANCE APPRAISAL MEASURES OF MUTUAL FUNDS IN TEHRAN STOCK EXCHANGE. JOURNAL OF SECURITIES EXCHANGE, 9(34 ), 27-52. SID. https://sid.ir/paper/187733/en

Vancouver: Copy

JAFARI SERESHT DAVOOD, BAYAT MARZIYEH, JAVIDI ATHAR ALI. A SURVEY ON THE EFFICIENCY OF THE POSTMODERN PERFORMANCE APPRAISAL MEASURES OF MUTUAL FUNDS IN TEHRAN STOCK EXCHANGE. JOURNAL OF SECURITIES EXCHANGE[Internet]. 2016;9(34 ):27-52. Available from: https://sid.ir/paper/187733/en

IEEE: Copy

DAVOOD JAFARI SERESHT, MARZIYEH BAYAT, and ALI JAVIDI ATHAR, “A SURVEY ON THE EFFICIENCY OF THE POSTMODERN PERFORMANCE APPRAISAL MEASURES OF MUTUAL FUNDS IN TEHRAN STOCK EXCHANGE,” JOURNAL OF SECURITIES EXCHANGE, vol. 9, no. 34 , pp. 27–52, 2016, [Online]. Available: https://sid.ir/paper/187733/en

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