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Equity, Debt and Balanced Mutual Fund Schemes in India: An Analysis - Couverture souple

Karthikeyan, P.

 
9783659979460: Equity, Debt and Balanced Mutual Fund Schemes in India: An Analysis
Couverture souple
ISBN 10 : 3659979465 ISBN 13 : 9783659979460
Editeur : LAP LAMBERT Academic Publishing, 2016

Synopsis

This Book on Equity, Debt and Balanced Schemes of Mutual Funds in Selected Asset Management Companies (AMCs)’ evaluates the performance of selected schemes of mutual funds based on risk-return relationship models and measures. A total of 34 schemes offered by 6 different AMCs have been studied over the period of 3 years. The analysis has been made on the basis of return, standard deviation, beta, coefficient of determination, Sharpe index, Treynor index and Jensen Alpha index. Paired sample t-test is also used to find whether there is a significant difference between fund and market return. The overall analysis finds HDFC mutual fund schemes are the best performers and Birla Sunlife mutual fund and Sundaram mutual fund schemes are the poor performers when measured against the risk-return relationship model. Difference in ranking using Sharpe and Treynor index shows that the equity schemes are not well diversified. It is also found that the funds move in the same direction as that of the market. The results of performance measures suggest that most of the selected schemes were able to satisfy investor’s expectations.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This Book on Equity, Debt and Balanced Schemes of Mutual Funds in Selected Asset Management Companies (AMCs)’ evaluates the performance of selected schemes of mutual funds based on risk-return relationship models and measures. A total of 34 schemes offered by 6 different AMCs have been studied over the period of 3 years. The analysis has been made on the basis of return, standard deviation, beta, coefficient of determination, Sharpe index, Treynor index and Jensen Alpha index. Paired sample t-test is also used to find whether there is a significant difference between fund and market return. The overall analysis finds HDFC mutual fund schemes are the best performers and Birla Sunlife mutual fund and Sundaram mutual fund schemes are the poor performers when measured against the risk-return relationship model. Difference in ranking using Sharpe and Treynor index shows that the equity schemes are not well diversified. It is also found that the funds move in the same direction as that of the market. The results of performance measures suggest that most of the selected schemes were able to satisfy investor’s expectations.

Biographie de l'auteur

Dr. P. Karthikeyan is currently working as an Assistant Professor in Kongu Engineering College, India. He holds Ph.D in Management and has 15 years of experience in research and teaching. He has produced 3 Ph.D students. He is honoured with “Best Faculty Award” from KEC, Nehru Group of Institutions, NFED and AIMS.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2016
Langue
anglais
ISBN 10 
3659979465
ISBN 13 
9783659979460
Reliure
Broché
Nombre de pages
80
Coordonnées du fabricant
non disponible
Personne responsable
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