Date of Award
Master of Business Administration
College of Business and Public Administration
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.
Yuksel, Hasan Zafer, "Performance measures: Traditional versus new models" (2006). Theses Digitization Project. 3086.