How to cite this paper
Saeedi, A & Bahramian, R. (2013). Performance appraisal of SHASTA's complementary investment company's portfolio management.Management Science Letters , 3(8), 2273-2278.
Refrences
Akuzawa, T., & Nishiyama, Y. (2013). Implied Sharpe ratios of portfolios with options: Application
to Nikkei futures and listed options. The North American Journal of Economics and Finance, 25,
335-357.
Amenc, N., Malaise, P., Martellini, L., & Sfeir, D. (2003). Tactical style allocation-A new form of
market neutral strategy. The Journal of Alternative Investments, 6(1), 8-22.
Arshanapalli, B. G., Switzer, L. N., & Panju, K. (2007). Equity-style timing: A multi-style rotation
model for the Russell large-cap and small-cap growth and value style indexes. Journal of Asset
Management, 8(1), 9-23.
Arugaslan, O., Edwards, E., & Samant, A. (2008). Evaluating large US-based equity mutual funds
using risk-adjusted performance measures. International Journal of Commerce and
Management, 17(1/2), 6-24.
Gharakhani, M & Sadjadi, S. (2013). A fuzzy compromise programming approach for the Black-
Litterman portfolio selection model. Decision Science Letters, 2(1), 11-22.
Engstrom, S. (2002). Does active portfolio management create value? An evaluation of fund
managers & apos; decisions. An Evaluation of Fund Managers & apos; Decisions (January 28, 2004).
Fabozzi, F. J. (2007). Bond Markets: Analysis And Strategies, 5/E. Pearson Education India.
van Hest, T., & De Waegenaere, A. (2007). Optimal robust and consistent active implementation of a
pension fund & apos; s benchmark investment strategy. Journal of Asset Management, 8(3), 176-187.
Khodaei Valahzaghard, M., Kashefi, M., Alikhani, A & Hosseini, S. (2012). The effect of
macroeconomic factors on credit risk in the banking system of Iran. Management Science Letters,
2(5), 1747-1754.
Motamen-Samadian, S. (Ed.). (2005). Risk management in emerging markets. Palgrave Macmillan.
Pendaraki, K., Zopounidis, C., & Doumpos, M. (2005). On the construction of mutual fund
portfolios: A multicriteria methodology and an application to the Greek market of equity mutual
funds. European Journal of Operational Research, 163(2), 462-481.
Plantinga, A., van der Meer, R., & Sortino, F. (2001). The impact of downside risk on risk-adjusted
performance of mutual funds in the Euronext markets.Geneva Papers on Risk and Insurance, 1-14.
Reilly, F. K., & Brown, K. C. (2011). Investment analysis and portfolio management. CengageBrain.
com.
Sharpe, W. F. (1992). Asset allocation: Management style and performance measurement. The
Journal of Portfolio Management, 18(2), 7-19.
Zhu, H., Wang, Y., Wang, K., & Chen, Y. (2011). Particle Swarm Optimization (PSO) for the
constrained portfolio optimization problem. Expert Systems with Applications, 38(8), 10161-10169
to Nikkei futures and listed options. The North American Journal of Economics and Finance, 25,
335-357.
Amenc, N., Malaise, P., Martellini, L., & Sfeir, D. (2003). Tactical style allocation-A new form of
market neutral strategy. The Journal of Alternative Investments, 6(1), 8-22.
Arshanapalli, B. G., Switzer, L. N., & Panju, K. (2007). Equity-style timing: A multi-style rotation
model for the Russell large-cap and small-cap growth and value style indexes. Journal of Asset
Management, 8(1), 9-23.
Arugaslan, O., Edwards, E., & Samant, A. (2008). Evaluating large US-based equity mutual funds
using risk-adjusted performance measures. International Journal of Commerce and
Management, 17(1/2), 6-24.
Gharakhani, M & Sadjadi, S. (2013). A fuzzy compromise programming approach for the Black-
Litterman portfolio selection model. Decision Science Letters, 2(1), 11-22.
Engstrom, S. (2002). Does active portfolio management create value? An evaluation of fund
managers & apos; decisions. An Evaluation of Fund Managers & apos; Decisions (January 28, 2004).
Fabozzi, F. J. (2007). Bond Markets: Analysis And Strategies, 5/E. Pearson Education India.
van Hest, T., & De Waegenaere, A. (2007). Optimal robust and consistent active implementation of a
pension fund & apos; s benchmark investment strategy. Journal of Asset Management, 8(3), 176-187.
Khodaei Valahzaghard, M., Kashefi, M., Alikhani, A & Hosseini, S. (2012). The effect of
macroeconomic factors on credit risk in the banking system of Iran. Management Science Letters,
2(5), 1747-1754.
Motamen-Samadian, S. (Ed.). (2005). Risk management in emerging markets. Palgrave Macmillan.
Pendaraki, K., Zopounidis, C., & Doumpos, M. (2005). On the construction of mutual fund
portfolios: A multicriteria methodology and an application to the Greek market of equity mutual
funds. European Journal of Operational Research, 163(2), 462-481.
Plantinga, A., van der Meer, R., & Sortino, F. (2001). The impact of downside risk on risk-adjusted
performance of mutual funds in the Euronext markets.Geneva Papers on Risk and Insurance, 1-14.
Reilly, F. K., & Brown, K. C. (2011). Investment analysis and portfolio management. CengageBrain.
com.
Sharpe, W. F. (1992). Asset allocation: Management style and performance measurement. The
Journal of Portfolio Management, 18(2), 7-19.
Zhu, H., Wang, Y., Wang, K., & Chen, Y. (2011). Particle Swarm Optimization (PSO) for the
constrained portfolio optimization problem. Expert Systems with Applications, 38(8), 10161-10169