An assessment of the performance of greek mutual equity funds selectivity and market timing

dc.creator	Koulis, A.	en
dc.creator	Beneki, C.	en
dc.creator	Adam, M.	en
dc.creator	Botsaris, C.	en
dc.date.accessioned	2015-11-23T10:36:04Z
dc.date.available	2015-11-23T10:36:04Z
dc.date.issued	2011
dc.identifier.issn	1312885X
dc.identifier.uri	http://hdl.handle.net/11615/29775
dc.description.abstract	This paper empirically examines the performance of fifteen Greek mutual equity funds. The data on which this study was based is monthly and refer to the period January, 2000 to December, 2008. Based on the Treynor-Mazuy model and Sharpe and Treynor measures, the paper evaluates which equity fund entails selectivity and market timing. Our results demonstrate that the examined domestic mutual equity funds have not exhibited selectivity and showed minimum market timing ability during the study period.	en
dc.source	Applied Mathematical Sciences	en
dc.source.uri	http://www.scopus.com/inward/record.url?eid=2-s2.0-79951862353&partnerID=40&md5=b788eb2fcccc1b38b3d2b32f509f5a47
dc.subject	Market timing	en
dc.subject	Mutual Fund	en
dc.subject	Risk-adjusted performance	en
dc.subject	Selectivity	en
dc.title	An assessment of the performance of greek mutual equity funds selectivity and market timing	en
dc.type	journalArticle	en

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