Asset Management and The Case of Turkey: Risk Adjusted Performance Evaluation of Turkish Mutual and Pension Funds (Paperback, New edition)

The asset management industry is one of the essential sources of economic growth in a country since it functions as an intermediary between savings and investments. The asset management industry is also important for financial markets to ensure new funds and it helps investors to achieve their investment goals. Therefore, the aim of this study is to analyze the fund management industry in an emerging market. In this book, we first reviewed the fund performance measurement ratios and then evaluated these performance measures of mutual and pension funds in Turkey between 2010 and 2019 to determine whether the funds generate alphas (excess returns). The risk-adjusted performance measures (Sharpe, Treynor, Information, Jensen's alpha, Sortino, and Omega ratios) were calculated to see if the funds generated excess risk-adjusted returns during the analyzed period.

General

Imprint:	Peter Lang Ag
Country of origin:	Switzerland
Release date:	July 2022
First published:	2022
Authors:	Hakki OEzturk • Tayfun Oezkan
Dimensions:	210 x 148mm (L x W)
Format:	Paperback
Pages:	260
Edition:	New edition
ISBN-13:	978-3-631-87953-5
Categories:	Books > Business & Economics > Economics > Economic forecasting Books > Business & Economics > Business & management > General Books > Business & Economics > Economics > Labour economics > General
LSN:	3-631-87953-9
Barcode:	9783631879535

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