Abstract
The study was conducted by evaluating the performance of
Pakistan mutual funds. The objective of the study was to evaluate
the risk adjusted performance of closed ended, open ended funds
in Pakistani markets. The dependent variable was performance
and the independent variable was assets, expenses, age and
liquidity. The results of one sample t-test show that Sharpe,
Treynor ratio, Jensen Alpha, Sotino ratio and Information ratio
of market portfolio (test value) is significantly higher than that of
the mutual funds at 10% level of confidence.
Naveed, Maqsood Haider, Muhammad Nouman Habib. (2017) Performance Evaluation of Pakistani Mutual Funds: Empirical Evidence, Journal of Managerial Sciences, Volume 11, Issue 1.
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