COMPARISON OF PERFORMANCE OF EQUITY DIVERSIFIED MUTUAL FUNDS

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dc.contributor.advisorSINGLA, S.K
dc.contributor.authorGOYAL, NEHA
dc.date.accessioned2020-01-07T10:08:17Z
dc.date.available2020-01-07T10:08:17Z
dc.date.issued2008
dc.description19042017_0005_0005_004445.pdf
dc.description.abstract19042017_0005_0005_Abstract.pdf
dc.identifier.urihttp://krishikosh.egranth.ac.in/handle/1/5810139875
dc.keywordsEQUITY DIVERSIFIED MUTUAL FUNDS ,SHARPE RATIO,SORTINO RATIO ,INFORMATION RATIO,TREYNOR RATIO,JENSEN ALPHA ,NET SELECTIVITY AND R-SQUARED, RISK, STANDARD DEVIATION, CORRELATION, SELECTION CRITERIA
dc.language.isoENGLISH
dc.pages67
dc.publisherPUNJAB AGRICULTURAL UNIVERSITY; LUDHIANA
dc.subBasic Sciences and Humanities
dc.these.typeM.B.A.
dc.titleCOMPARISON OF PERFORMANCE OF EQUITY DIVERSIFIED MUTUAL FUNDS
dc.typeThesis
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