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Portfolio Diversification and Net Selectivity Performance of Mutual Funds in Iran by Using Fama Decomposition Model

کلیدواژه: Fama Decomposition Model,Mutual Funds,Net Selectivity,Diversification,Risk

نویسندگان: Sadeghi Goghari Samira, SOURI ALI, abbasinejad hosein, MEHRARA MOHSEN

ناشر: IRANIAN ECONOMIC REVIEW - IRANIAN ECONOMIC REVIEW

T he main purpose of this paper is to analyze the performance of mutual funds in Iran by using Fama Decomposition model (1972). Thus, daily data of 55 mutual funds during a four-year period from 21/3/2014 to 21/3/2018 were investigated. To achieve this goal, firstly, the performance of mutual funds ... ادامه

سال:2020

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نوع سند: Article

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An Evaluation of Mutual Funds Performance in Iranian Capital Market by combining Market Timing Models with the Fama and French three Factor Model

کلیدواژه: market-timing,security selection,combined models,mutual fund,Fama & French model

نویسندگان: Abdoh Tabrizi Hossein, asadi gharehjeloo behrang

ناشر: دانش سرمایه گذاری - INVESTMENT KNOWLEDGE

The aim of this study is to consider the combination of market timing models with Fama-French three factor model to evaluate the performance of mutual funds in Iran capital market. To follow this purpose, a sample of 12 mutual funds for the years of 2011-2015 has been chosen. At first step, active m... ادامه

سال:2019

لینک به محتوا با زبان هدف

نوع سند: Article

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