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Information Journal Paper

Title

RANKING OF MUTUAL FUNDS IN IRAN BASED ON FAVORABLE AND UNFAVORABLE RISK CRITERIA

Pages

  215-230

Abstract

 Due to the fact that the rating of mutual funds creates an unbearable impact on the public interest in order to request the issuance or revocation of investment units, the proper assessment of the relevant ratings is very important. One of the factors that should be considered in ranking is attention to different risk assessment criteria. In this study, we used information from 112 INVESTMENT FUNDS in the period from April 2012 to March 2013 based on ten criteria including Sharp criterion criteria, Trainer criteria, Jensen alpha standard, M2 benchmark, AR criterion, Moderator trainer standard, Jsen Alfa standard adjustment The Omega benchmark, the Sortino benchmark and the UPR, the INVESTMENT FUND RANKINGS have been made. Over the period, the Iranian capital market has experienced a sharp increase in both growth and decline and, as a result, The basis for the desired and undesirable risk criteria is the ability of a fund to flourish It also showed up during the recession. Attention to the favorable and undesirable risk over this period greatly increases the ability to rely on the results of the research and can add to the research's sustainability.

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  • Cite

    APA: Copy

    MEHRABANPOUR, MOHAMMAD REZA, SAFAEI, MOHAMMAD, SAMIMI NEZHAD, ROYA, & NOOHI, REZA. (2018). RANKING OF MUTUAL FUNDS IN IRAN BASED ON FAVORABLE AND UNFAVORABLE RISK CRITERIA. INVESTMENT KNOWLEDGE, 6(24 ), 215-230. SID. https://sid.ir/paper/188080/en

    Vancouver: Copy

    MEHRABANPOUR MOHAMMAD REZA, SAFAEI MOHAMMAD, SAMIMI NEZHAD ROYA, NOOHI REZA. RANKING OF MUTUAL FUNDS IN IRAN BASED ON FAVORABLE AND UNFAVORABLE RISK CRITERIA. INVESTMENT KNOWLEDGE[Internet]. 2018;6(24 ):215-230. Available from: https://sid.ir/paper/188080/en

    IEEE: Copy

    MOHAMMAD REZA MEHRABANPOUR, MOHAMMAD SAFAEI, ROYA SAMIMI NEZHAD, and REZA NOOHI, “RANKING OF MUTUAL FUNDS IN IRAN BASED ON FAVORABLE AND UNFAVORABLE RISK CRITERIA,” INVESTMENT KNOWLEDGE, vol. 6, no. 24 , pp. 215–230, 2018, [Online]. Available: https://sid.ir/paper/188080/en

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