Browsing by Author "Yupawadee Chinpruttiwong"
Yupawadee Chinpruttiwong; Sorasart Sukcharoensin (NIDA, 9/26/18)
This paper examines the performance measure of mutual funds in the Southeast Asian region. The Data Envelopment Analysis (DEA) methodology has been used to measure the performance of mutual funds, instead of the traditional performance measures of the Sharpe Index, Treynor Index and Jensen's Alpha. The net expense ratio is taken into account in measuring the performance of mutual funds in the Southeast Asian Economic Community. The result of the study shows that Singapore Mutual Funds is the most efficient fund .while mutual funds from Malaysia ...