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Performance evaluation of gold exchange traded funds listed on NSE

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dc.contributor.author Reddy, Y.V.
dc.contributor.author Wagle, N.S.
dc.contributor.author Naik, M.S.
dc.date.accessioned 2015-06-04T04:29:06Z
dc.date.available 2015-06-04T04:29:06Z
dc.date.issued 2014
dc.identifier.citation Amity Case Research Journal. 3; 2014; 60-65. en_US
dc.identifier.uri http://irgu.unigoa.ac.in/drs/handle/unigoa/3085
dc.description.abstract The objective of this empirical study is to evaluate the performance of Gold Exchange traded funds in the framework of risk and return from the time of inception of the schemes to December 2012. The major performance evaluation measures used are Treynor's performance index, Sharpe's performance index and Jensen's performance index. The results indicate that the Gold exchange traded funds have managed to achieve their objective of seeking to generate returns that closely correspond to returns provided by the domestic price of gold through investment in physical gold by minimizing the tracking error between the fund and the underlying asset. en_US
dc.publisher Amity International Business School, Amity University en_US
dc.subject Commerce en_US
dc.title Performance evaluation of gold exchange traded funds listed on NSE en_US
dc.type Journal article en_US


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