scholarly journals Performance Evaluation of Investment (Mutual) Funds

2014 ◽  
Vol 15 (4) ◽  
pp. 398-407
Author(s):  
Povilas Vyšniauskas ◽  
Aleksandras Vytautas Rutkauskas
Keyword(s):  
Performance Evaluation ◽  
Mutual Funds ◽  
Historical Data ◽  
Investment Banks ◽  
Investment Fund ◽  
Practical Application ◽  
Management Fees ◽  
Proposed Model ◽  
And Performance ◽  
Main Components

The efficiency of an investment fund is one of the main components in evaluating the performance of the fund. This study seeks for introducing and comparing risk and performance evaluation ratios. The paper is aimed at testing the worked out ratios and at distinguishing between the best ones for the purpose of evaluating the performance of Lithuanian mutual funds. Scientific studies show that a standard deviation, alpha, beta, Sharpe and Treynor ratios are mostly employed for identifying the performance of mutual funds that are also compared with their benchmark index to establish if these funds are outperformed and if is it worth paying management fees to investment banks for managing mutual funds. Historical data were selected for the period from 2012-01-02 to 2013-10-15 analysing the prices of monthly funds. The paper points out the areas of a practical application of the proposed model for investment fund valuation, which may not only provide valuable outcomes for practitioners but also may inspire further research on this article.

Style analysis and performance evaluation of Spanish mutual funds

2000 ◽  
Vol 1 (2) ◽  
pp. 151-171 ◽  
Author(s):  
J C Matallín Sáez ◽  
A Fernández Izquierdo
Keyword(s):  
Performance Evaluation ◽  
Mutual Funds ◽  
Style Analysis ◽  
And Performance

An Efficient Branch-and-Bound Algorithm for Interface-Based Modular Product Design and Performance Evaluation

2013 ◽  
Vol 13 (4) ◽  
Author(s):  
John Jung-Woon Yoo ◽  
Anirudh Aryasomayajula ◽  
Seung Ki Moon
Keyword(s):  
Performance Evaluation ◽  
Product Design ◽  
Branch And Bound ◽  
Branch And Bound Algorithm ◽  
Planning Problem ◽  
Modular Product ◽  
And Performance ◽  
Main Components ◽  
Machine Readable

In our earlier work, we have proposed a cyberinfrastructure-based collaboration system for modular product design. One of the main components of the system is a design repository to which suppliers can upload the descriptions of their components using machine-readable, interface-based component description language, so that manufacturers can refer to the descriptions during product design phases. In this paper, we propose an efficient algorithmic approach based on a branch-and-bound (BnB) algorithm to support product design using the interface-based component descriptions stored in the design repository. This product design problem is categorized into a planning problem, whose complexity is known as non-deterministic polynomial-time (NP) hard. For performance evaluation, we compare the performance of the branch-and-bound algorithm with that of a depth-first search (DFS) algorithm, which is an exhaustive search method. This paper describes the details of the proposed branch-and-bound algorithm using a case study and experimental results are discussed.

Accurate Location in Batch Dynamic Provable Data Possession

2014 ◽  
Vol 519-520 ◽  
pp. 9-12
Author(s):  
Ming Chu Li ◽  
Liang Zhang ◽  
Cheng Guo
Keyword(s):  
Performance Evaluation ◽  
List Structure ◽  
Trade Off ◽  
Storage Model ◽  
Provable Data Possession ◽  
Storage Cost ◽  
Proposed Model ◽  
Skip List ◽  
And Performance ◽  
And Storage

The paper focused on the construction of an efficient DPDP for public audit. We improved the existing proof of storage model by manipulating authenticated skip list structure for authentication. We further explored embedded MHT structure helping our scheme to accurate locate the incorrect part in batch auditing. Extensive security and performance evaluation showed the proposed model is highly efficient and a nice trade-off between robust construction and storage cost.

Investigation and Performance Evaluation of Organic Filter for Removal of Tar and SPM

2017 ◽  
Vol 3 (01) ◽  
Author(s):  
R. N. Singh ◽  
D. Asha
Keyword(s):  
Performance Evaluation ◽  
Producer Gas ◽  
Saturation Time ◽  
Tar Removal ◽  
Organic Impurities ◽  
Suspended Particulate ◽  
And Performance ◽  
Egg Shell ◽  
Main Components ◽  
Power Application

Producer gas obtained from biomass gasification contains organic impurities (Tar), inorganic impurities and suspended particulate matter in addition to the main components. Tar, which is in sticky nature, can cause severe operational problems such as fouling and blocking of the pipes and equipment. Most applications of Producer gas require a low Tar content (less than 50 mg/ Nm3 for motive power application, less than 5 mg/Nm3 for turbine application, and even less than 1 mg/Nm3 for fuel cell). Therefore, these contaminants must be removed before the producer gas is used for motive power application and/or fuel cells and methanol synthesis. Several technologies are available for Tar removal. Here an organic filter are used for Tar removal due to easily available, cheaper than other technologies and creates less impact on environment. The producer gas passing through different organic filter components (such as gram straw, coconut husk and egg shell) could clean the impurity present with them. This paper provides the performance evaluation and saturation time of different organic filter components for removal of Tar. The saturation time of organic filter was found in the range of 9-10 hours and percentage of tar removal was between 65 to 70%. Hence, overall Tar removal efficiency of the entire system including modified air heat exchanger was found to be 74.84%.

The Influence of Cognitive and Affective Reactions to Feedback on Subsequent Goals

2010 ◽  
Vol 15 (2) ◽  
pp. 121-131 ◽  
Author(s):  
Remus Ilies ◽  
Timothy A. Judge ◽  
David T. Wagner
Keyword(s):  
Performance Feedback ◽  
Business School ◽  
Structural Equation ◽  
Emotional Reactions ◽  
Equation Model ◽  
Proposed Model ◽  
And Performance ◽  
Dispositional Measure ◽  
The Relationship ◽  
Reactions To Feedback

This paper focuses on explaining how individuals set goals on multiple performance episodes, in the context of performance feedback comparing their performance on each episode with their respective goal. The proposed model was tested through a longitudinal study of 493 university students’ actual goals and performance on business school exams. Results of a structural equation model supported the proposed conceptual model in which self-efficacy and emotional reactions to feedback mediate the relationship between feedback and subsequent goals. In addition, as expected, participants’ standing on a dispositional measure of behavioral inhibition influenced the strength of their emotional reactions to negative feedback.

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