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Performance evaluation of select index funds in India

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dc.contributor.author Dhabolkar, P.
dc.contributor.author Naik, D.A.
dc.contributor.author Reddy, Y.V.
dc.date.accessioned 2017-06-02T07:38:28Z
dc.date.available 2017-06-02T07:38:28Z
dc.date.issued 2017
dc.identifier.citation Management Today. 7(1); 2017; 22-27. en_US
dc.identifier.uri http://www.mgmt2day.griet.ac.in/papers/MT_4_7.1.4.pdf
dc.identifier.uri http://irgu.unigoa.ac.in/drs/handle/unigoa/4750
dc.description.abstract An index fund is an investment vehicle which aims to mimic performance of the select market index by constructing a portfolio which replicates the market index portfolio. This paper examines the performance of select index mutual funds in India based on tracking error and Jensen's alpha, and rank these funds based on their performance. The study reveals that Franklin India index fund has a lower tracking error followed by Birla Sun Life index fund. Rankings using Sharpe and Treynor's ratio reveal that Franklin India index fund and SBI Nifty index fund respectively are the best performing funds from the selected index funds. en_US
dc.publisher GRIET Publications en_US
dc.subject Commerce en_US
dc.title Performance evaluation of select index funds in India en_US
dc.type Journal article en_US
dc.identifier.impf ugc


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