Date of Award
2006
Document Type
Thesis
Degree Name
Master of Business Administration
Department
College of Business and Public Administration
First Advisor
Beer, Francisca
Second Advisor
Yang, Taewon
Third Advisor
Sarwar, Ghulam
Abstract
The thesis analyzed the performance of 5,987 mutual funds using a database called Steele Mutual Fund Experts and compared the predicting ability of various measures of performance. The measures discussed in the thesis are Treynor Ratio, Sharpe Ratio, Jensen's Alpha, Graham-Harvey-1 (GH-1), and Graham-Harvey-2 (GH-2). The performance measures are mostly used by professional money managers and scholars for literary purposes.
Recommended Citation
Yuksel, Hasan Zafer, "Performance measures: Traditional versus new models" (2006). Theses Digitization Project. 3086.
https://scholarworks.lib.csusb.edu/etd-project/3086
