THE RELATION BETWEEN FINANCIAL REPORTING QUALITY AND SPEED BY COMPOSITE MEASURES OF PORTFOLIO PERFORMANCE

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POURZAMANI ZAHRA; ROHANI AKRAM

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Journal: The Financial Accounting and Auditing Researches Year:2016 | Volume:8 | Issue:29 Page(s): 149-163

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Title

THE RELATION BETWEEN FINANCIAL REPORTING QUALITY AND SPEED BY COMPOSITE MEASURES OF PORTFOLIO PERFORMANCE

Author(s)

POURZAMANI ZAHRA | ROHANI AKRAM | Issue Writer Certificate

Keywords

MUTUAL FUNDSQ1

TREYNER RATIOQ2

FAMA- FRENCH MODELQ2

JENSENQ2

SHARPE RATIOQ2

THE OPTIMUM POTENTIAL RATIOQ2

Abstract

Mutual fund Godard as one of the most important capital market institutions. Raise capital with few but large amount of investment risk Significantly reduced and the stock market boom and the management are the fund investors are trying to invest in a fund Market risk and operational risk tolerance that fits, to obtain optimal efficiency so investors need tools such as criteria for selecting investment funds are ranked. In the present study to consider five benchmark SHARPE RATIO, treynor ratio, fama- french three- factor model, JENSEN (a measure of risk assessment in modern portfolio theory) and the desired potential (a measure of portfolio risk assessment in the postmodern theory), to evaluate the suitability of each of these two criteria in comparison with the standard the real return is paid.For this purpose, based on theoretical principles of research, five hypotheses to explain and use the data sample of 20 MUTUAL FUNDS from December 2009 to December 2011, Hypotheses have been tested. 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." According to results TREYNER RATIO in the first place, SHARPE RATIO in second place, THE OPTIMUM POTENTIAL RATIO in the third, JENSEN's alpha ratio in the fourth, and of Fama and French three- factor model is in fifth place.

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APA: Copy

POURZAMANI, ZAHRA, & ROHANI, AKRAM. (2016). THE RELATION BETWEEN FINANCIAL REPORTING QUALITY AND SPEED BY COMPOSITE MEASURES OF PORTFOLIO PERFORMANCE. THE FINANCIAL ACCOUNTING AND AUDITING RESEARCHES, 8(29), 149-163. SID. https://sid.ir/paper/198148/en

Vancouver: Copy

POURZAMANI ZAHRA, ROHANI AKRAM. THE RELATION BETWEEN FINANCIAL REPORTING QUALITY AND SPEED BY COMPOSITE MEASURES OF PORTFOLIO PERFORMANCE. THE FINANCIAL ACCOUNTING AND AUDITING RESEARCHES[Internet]. 2016;8(29):149-163. Available from: https://sid.ir/paper/198148/en

IEEE: Copy

ZAHRA POURZAMANI, and AKRAM ROHANI, “THE RELATION BETWEEN FINANCIAL REPORTING QUALITY AND SPEED BY COMPOSITE MEASURES OF PORTFOLIO PERFORMANCE,” THE FINANCIAL ACCOUNTING AND AUDITING RESEARCHES, vol. 8, no. 29, pp. 149–163, 2016, [Online]. Available: https://sid.ir/paper/198148/en

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