Asset Management and the Case of Turkey: Risk Adjusted Performance Evaluation of Turkish Mutual and Pension Funds by Öztürk, Hakkı

Asset Management and the Case of Turkey: Risk Adjusted Performance Evaluation of Turkish Mutual and Pension Funds (Paperback) (ISBN-13: 9783631879535)

Vendor: Hakkı Öztürk
Product type: Books
Format: Paperback
$61.95
$61.95
$61.95
Subtotal: $61.95
Asset Management and the Case of Turkey: Risk Adjusted Performance Evaluation of Turkish Mutual and Pension Funds by Öztürk, Hakkı

Asset Management and the Case of Turkey: Risk Adjusted Performance Evaluation of Turkish Mutual and Pension Funds

$61.95
Asset Management and the Case of Turkey: Risk Adjusted Performance Evaluation of Turkish Mutual and Pension Funds by Öztürk, Hakkı

Asset Management and the Case of Turkey: Risk Adjusted Performance Evaluation of Turkish Mutual and Pension Funds

$61.95
Format: Paperback
Description
Description
x
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.

Author: Hakkı Öztürk,Tayfun Özkan
ISBN-10: 3631879539
ISBN-13: 9783631879535
Publisher: Peter Lang Gmbh, Internationaler Verlag Der W
Language: English
Published: 07/06/2022
Pages: 260
Format: Paperback
Weight: 0.69lbs
Size: 8.27h x 5.83w x 0.55d
By Hakkı Öztürk
By Hakkı Öztürk
x

Tayfun Özkan is an executive board member at Asset Management Company in Turkey.
He is also a part time lecturer in finance at Bahçes, ehir University.


Hakkı Öztürk is an associate professor of finance at Bahçes, ehir University in Istanbul,
Turkey. His areas of expertise include corporate finance, firm valuation, fundamental
analysis, technical analysis and portfolio management.

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