Schemi di fondi comuni di investimento azionari, obbligazionari e bilanciati in India
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Book 1
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Book 1
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Schemi di fondi comuni di investimento azionari, obbligazionari e bilanciati in India: un'analisi

Schemi di fondi comuni di investimento azionari, obbligazionari e bilanciati in India: un'analisi


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About the Book

Questo libro sugli schemi azionari, obbligazionari e bilanciati dei fondi comuni di investimento in alcune società di gestione patrimoniale (AMC) valuta la performance di schemi selezionati di fondi comuni di investimento sulla base di modelli e misure del rapporto rischio/rendimento. Sono stati studiati un totale di 34 schemi offerti da 6 diverse AMC nel corso di un periodo di 3 anni. L'analisi è stata effettuata sulla base del rendimento, della deviazione standard, del beta, del coefficiente di determinazione, dell'indice di Sharpe, dell'indice di Treynor e dell'indice di Jensen Alpha. È stato inoltre utilizzato il test t su campioni appaiati per verificare se vi fosse una differenza significativa tra il rendimento del fondo e quello del mercato. L'analisi complessiva rileva che i fondi comuni di investimento HDFC sono quelli con le migliori performance, mentre i fondi comuni di investimento Birla Sunlife e Sundaram sono quelli con le performance peggiori se misurati in base al modello di relazione rischio-rendimento. La differenza nella classifica utilizzando l'indice di Sharpe e Treynor mostra che i fondi azionari non sono ben diversificati. Si è inoltre riscontrato che i fondi si muovono nella stessa direzione del mercato. I risultati delle misure di performance suggeriscono che la maggior parte dei fondi selezionati è stata in grado di soddisfare le aspettative degli investitori.


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Product Details
  • ISBN-13: 9786208830083
  • Publisher: Edizioni Sapienza
  • Publisher Imprint: Edizioni Sapienza
  • Height: 229 mm
  • No of Pages: 72
  • Returnable: N
  • Sub Title: un'analisi
  • Width: 152 mm
  • ISBN-10: 6208830087
  • Publisher Date: 05 Jul 2025
  • Binding: Paperback
  • Language: Italian
  • Returnable: N
  • Spine Width: 4 mm
  • Weight: 159 gr


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Schemi di fondi comuni di investimento azionari, obbligazionari e bilanciati in India: un'analisi
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Schemi di fondi comuni di investimento azionari, obbligazionari e bilanciati in India: un'analisi
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