THE EFFICIENCY OF MUTUAL FUNDS RISK APPROACHES BASED ON POSTMODERN PORTFOLIO THEORIES IN BUSINESS BOOM CYCLE

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POURZAMANI ZAHRA

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Journal: The Financial Accounting and Auditing Researches Year:2017 | Volume:9 | Issue:33 Page(s): 65-79

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Title

THE EFFICIENCY OF MUTUAL FUNDS RISK APPROACHES BASED ON POSTMODERN PORTFOLIO THEORIES IN BUSINESS BOOM CYCLE

Author(s)

POURZAMANI ZAHRA | Issue Writer Certificate

Keywords

MUTUAL FUNDSQ1

RANKING MODELSQ1

MODERN PORTFOLIO THEORYQ1

BUSINESS CYCLESQ2

Abstract

MUTUAL FUNDS are modern financial institutions which are designed with the aim of collecting funds from investors and devote them to buy a variety of securities in order to mitigate investment risks, exploit the economies of scale and finally create a reasonable return for investors. The object of this study is to examine the ability of the perspective of postmodern portfolio theories in BUSINESS CYCLES in evaluating the skewed return distributions. A sample of 35 MUTUAL FUNDS for the period of 2009 to 2015, in order to make a fair comparison between the perspective theory and real performance. In this study, according to a ranking of the data, through hypothesis testing and correlation using nonparametric statistics, "Kendall's rank correlation coefficient" and "w Kendall statistic." The analysis results show that in the Iranian capital market, a joint venture between fund rankings based on perspective ratio, omega ratio and real returns. Results from analyses show that there is no significant difference between ranking of MUTUAL FUNDS based on perspective ratio, omega ratio and real returns.

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APA: Copy

POURZAMANI, ZAHRA. (2017). THE EFFICIENCY OF MUTUAL FUNDS RISK APPROACHES BASED ON POSTMODERN PORTFOLIO THEORIES IN BUSINESS BOOM CYCLE. THE FINANCIAL ACCOUNTING AND AUDITING RESEARCHES, 9(33), 65-79. SID. https://sid.ir/paper/198103/en

Vancouver: Copy

POURZAMANI ZAHRA. THE EFFICIENCY OF MUTUAL FUNDS RISK APPROACHES BASED ON POSTMODERN PORTFOLIO THEORIES IN BUSINESS BOOM CYCLE. THE FINANCIAL ACCOUNTING AND AUDITING RESEARCHES[Internet]. 2017;9(33):65-79. Available from: https://sid.ir/paper/198103/en

IEEE: Copy

ZAHRA POURZAMANI, “THE EFFICIENCY OF MUTUAL FUNDS RISK APPROACHES BASED ON POSTMODERN PORTFOLIO THEORIES IN BUSINESS BOOM CYCLE,” THE FINANCIAL ACCOUNTING AND AUDITING RESEARCHES, vol. 9, no. 33, pp. 65–79, 2017, [Online]. Available: https://sid.ir/paper/198103/en

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