Mutual Fund Performance
Measurement and Prediction
ResearchPublished 1965
A discussion of techniques for measuring and predicting mutual fund performance. Empirical information is used as an aid in assessing the Treynor index for measuring a fund's performance after the fact or for predicting its performance in the future. An alternative method for measuring mutual fund performance is described.
Topics
Document Details
- Copyright: RAND Corporation
- Availability: Web-Only
- Year: 1965
- Paperback Pages: 36
- Document Number: P-3096
Citation
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Sharpe, William F., Mutual Fund Performance: Measurement and Prediction, RAND Corporation, P-3096, 1965. As of September 5, 2024: https://www.rand.org/pubs/papers/P3096.html
Sharpe, William F., Mutual Fund Performance: Measurement and Prediction. Santa Monica, CA: RAND Corporation, 1965. https://www.rand.org/pubs/papers/P3096.html.
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