登入選單

返回Google圖書搜尋

Performance Evaluation of Mutual Funds Via Single Valued Neutrosophic Set (SVNS) Perspective: A Case Study in Turkey

Serpil Altınırmak Yavuz Gül Basil Oluoch Okoth

出版	Infinite Study
主題	Mathematics / Applied
URL	http://books.google.com.hk/books?id=L6L7DwAAQBAJ&hl=&source=gbs_api
EBook	SAMPLE

註釋

The aim of this study was to use the Single-Valued Neutrosophic Set (SVNS) to analyze 58 mutual funds, traded at the Istanbul Stock Exchange, under incomplete, indeterminate and inconsistent information. To this end, the performance of the funds was first evaluated using the most commonly preferred criteria like the Morningstar rating, Sharpe ratio, Treynor ratio, and Jensen ratio. Following these criteria, SVNS based entropy was used to rank the funds. The results of the entropy weights revealed Morningstar rating to be the most important evaluation criterion followed by Treynor, Sharpe and Jensen ratios respectively. Yapı Kredi Asset Management Foreign Technology Sector Equity Fund was found to be the most successful fund, while İş Asset Management BIST Technology Capped Index Share Fund (Equity Intensive) Fund was the least successful fund.