Risk Adjusted Performance of Pakistani Mutual Funds

Business & Economic Review, Volume 5, No. 2, October 2013

11 Pages Posted: 18 Oct 2015

See all articles by Muhammad Nouman

Muhammad Nouman

University of Agriculture, Peshawar

Attaullah Shah

Institute of Management Sciences

Date Written: October 1, 2013

Abstract

This research aims to analyze the risk adjusted performance of Pakistani open-end mutual funds during the time period July 2008 to July 2013 using the most important and widely used risk adjusted performance measures. A sample of 73 open-end funds is used for this purpose. The analysis is free from the limitation of unequal sample observations and non-identical time periods. Findings suggest that in Pakistan the open-end mutual funds do not have superior risk adjusted performance.

Keywords: Mutual funds, Risk adjusted performance, Risk management

JEL Classification: G11, G12, G32

Suggested Citation

Nouman, Muhammad and Shah, Attaullah, Risk Adjusted Performance of Pakistani Mutual Funds (October 1, 2013). Business & Economic Review, Volume 5, No. 2, October 2013, Available at SSRN: https://ssrn.com/abstract=2675425

Muhammad Nouman (Contact Author)

University of Agriculture, Peshawar ( email )

Peshawar
Peshawar, Khyber Pakhtun Khwa 25000
Pakistan

Attaullah Shah

Institute of Management Sciences ( email )

1-A, Sector E / 5, Phase – VII, Hayatabad, Peshawa
Peshawar, NWFP 25000
Pakistan
+923459146115 (Phone)

HOME PAGE: http://www.opendoors.pk

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