References
[1]. Fama, E. F., and French, K. R. 1993. Common risk factors in the returns on stocks and Bonds. Journal of Financial Economics, 33(1993), 3–56.
[2]. Carhart, Mark M. 1997. On Persistence in Mutual Fund Performance. THE JOURNAL OF FINANCE . VOL. LII, NO. 1 . MARCH 1997 .
[3]. Rollinger Thomas N., and Scott T. Hoffman. Sortino: A ‘Sharper’ Ratio.
[4]. Chen, Qinhua, and Yeguang Chi, 2018, Smart Beta, Smart Money. Journal of Empirical Finance 49, 19-38.
[5]. Chi, Yeguang and Xiao Qiao, 2022, Mutual Fund Investing in the Chinese A-share Market, Handbook of Bannking and Finance in Emerging Markets, ISBN: 9781800880894.
Cite this article
Guo,Z. (2023). Performance Evaluation of Chinese Stock Mutual Funds. Advances in Economics, Management and Political Sciences,18,146-149.
Data availability
The datasets used and/or analyzed during the current study will be available from the authors upon reasonable request.
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References
[1]. Fama, E. F., and French, K. R. 1993. Common risk factors in the returns on stocks and Bonds. Journal of Financial Economics, 33(1993), 3–56.
[2]. Carhart, Mark M. 1997. On Persistence in Mutual Fund Performance. THE JOURNAL OF FINANCE . VOL. LII, NO. 1 . MARCH 1997 .
[3]. Rollinger Thomas N., and Scott T. Hoffman. Sortino: A ‘Sharper’ Ratio.
[4]. Chen, Qinhua, and Yeguang Chi, 2018, Smart Beta, Smart Money. Journal of Empirical Finance 49, 19-38.
[5]. Chi, Yeguang and Xiao Qiao, 2022, Mutual Fund Investing in the Chinese A-share Market, Handbook of Bannking and Finance in Emerging Markets, ISBN: 9781800880894.