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 |