Murhadi, Werner-Ria (2010): Performance Evaluation Of Mutual Funds In Indonesia. Published in: ProceedingsThe 3rd National Conference on Management Research , Vol. March, No. 3rd (9. March 2010): pp. 1-12.
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This paper is an empirical assessment of the performance of mutual fund managers in terms of “market timing” and “selectivity”, within the framework suggested by Treynor and Mazuy (1966) and Henriksson and Merton (1981). The relevant data set is a balanced panel of fifty five mutual funds, over a seventeen-month period beginning on February 2008 until June 2009. The result find that only four mutual fund have a good performance in market timing and four mutual fund have a good performance in stock selection. Both methods have a good indicator to reflect mutual funds performance.
|Item Type:||MPRA Paper|
|Original Title:||Performance Evaluation Of Mutual Funds In Indonesia|
|Keywords:||market timing, stock selection, mutual funds|
|Subjects:||G - Financial Economics > G1 - General Financial Markets > G11 - Portfolio Choice; Investment Decisions
G - Financial Economics > G2 - Financial Institutions and Services > G20 - General
|Depositing User:||werner murhadi|
|Date Deposited:||28. Sep 2010 20:45|
|Last Modified:||12. Feb 2013 00:54|
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