Multi-criteria Decision Making for Evaluating Mutual Funds Investment Strategies

Author:

Wang Shin Yun,Lee Cheng-Few

Publisher

Springer New York

Reference23 articles.

1. Bhattacharya, S., & Pfleiderer, P. (1983). A note on performance evaluation. Technical report 714, Stanford University, Graduate School of Business.

2. Black, F., Jensen, M. C., & Scholes, M. (1972). The capital asset pricing model: Some empirical tests. In M. C. Jensen (Ed.), Studies in the theory of capital markets. New York: Praeger.

3. Blake, C. R., & Morey, M. R. (2000). Morningstar ratings and mutual fund performance. Journal of Financial & Quantitative Analysis, 35(3), 451–483.

4. Blume, M. E., & Friend, I. (1973). A new look at the capital asset pricing model. Journal of Finance, 28, 19–33.

5. Chang, E. C., & Lewellen, W. G. (1984). Market timing and mutual fund investment performance. Journal of Business, 57, 57–72.

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