AN ASSESSMENT OF SELECTED MUTUAL FUNDS IN IRAN STOCK MARKET USING A COMBINED METHOD OF TOPSIS, VIKOR AND SIMILARITY-BASED APPROACH

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SADEGHI MOGHADAM MOHAMMAD REZA; ALIBAKHSHI REZA; KHALILI ELHAM

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Journal: FINANCIAL RESEARCH Year:2016 | Volume:17 | Issue:2 Page(s): 259-282

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Title

AN ASSESSMENT OF SELECTED MUTUAL FUNDS IN IRAN STOCK MARKET USING A COMBINED METHOD OF TOPSIS, VIKOR AND SIMILARITY-BASED APPROACH

Author(s)

SADEGHI MOGHADAM MOHAMMAD REZA | ALIBAKHSHI REZA | KHALILI ELHAM | Issue Writer Certificate

Keywords

MULTIPLE ATTRIBUTE DECISION MAKINGQ2

MUTUAL FUNDSQ2

MUTUAL FUNDS RANKINGQ2

TEHRAN STOCK EXCHANGEQ1

Abstract

This paper seeks two goals concurrently, at one hand tries to assay the capability of TOPSIS, VIKOR and Similarity-Based Approach as MULTIPLE ATTRIBUTE DECISION MAKING approaches in evaluating MUTUAL FUNDS in Iran Stock Exchange, and at the other hand in this evaluation tries to consider and compare three groups of indices including general evaluating indices (age, net value of mutual fund’s assets, cash assets percentage and net asset value), risk-adjusted evaluation indices(Sharpe, Treynor and Jensen) and risk-adjusted evaluation indices using semivariance (modified Sharpe, modified Treynor and modified Jensen with downside Beta) in a distinctly manner and together in order to assay the capability of mentioned methods with these different indices. At the end the result of this comparison is represented and the decisions of amateur and professional investors has been evaluated.

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APA: Copy

SADEGHI MOGHADAM, MOHAMMAD REZA, ALIBAKHSHI, REZA, & KHALILI, ELHAM. (2016). AN ASSESSMENT OF SELECTED MUTUAL FUNDS IN IRAN STOCK MARKET USING A COMBINED METHOD OF TOPSIS, VIKOR AND SIMILARITY-BASED APPROACH. FINANCIAL RESEARCH, 17(2 ), 259-282. SID. https://sid.ir/paper/91161/en

Vancouver: Copy

SADEGHI MOGHADAM MOHAMMAD REZA, ALIBAKHSHI REZA, KHALILI ELHAM. AN ASSESSMENT OF SELECTED MUTUAL FUNDS IN IRAN STOCK MARKET USING A COMBINED METHOD OF TOPSIS, VIKOR AND SIMILARITY-BASED APPROACH. FINANCIAL RESEARCH[Internet]. 2016;17(2 ):259-282. Available from: https://sid.ir/paper/91161/en

IEEE: Copy

MOHAMMAD REZA SADEGHI MOGHADAM, REZA ALIBAKHSHI, and ELHAM KHALILI, “AN ASSESSMENT OF SELECTED MUTUAL FUNDS IN IRAN STOCK MARKET USING A COMBINED METHOD OF TOPSIS, VIKOR AND SIMILARITY-BASED APPROACH,” FINANCIAL RESEARCH, vol. 17, no. 2 , pp. 259–282, 2016, [Online]. Available: https://sid.ir/paper/91161/en

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