Please use this identifier to cite or link to this item: http://hdl.handle.net/10603/277572
Title: An Analysis of Risk Measurement Techniques of Selected Mutual Fund Schemes in India
Researcher: Srivastava, Sonali
Guide(s): Sunita Kumari
Keywords: Social Sciences,Economics and Business,Management
University: Dayalbagh Educational Institute
Completed Date: 2017
Abstract: In financial market Mutual Fund is the strongest financial intermediary which create a link between various securities market and investors (Prather, 2012; Vibha, 2014). The present study deals with the comparison and analysis of traditional measures and modern measures. In the present research, standard deviation and beta are considered as traditional measures while Treynor ratio and safety first ratio are considered as modern measures to evaluate risk techniques. Forecasting Techniques are used to determine the appropriateness of the traditional and modern risk measuring methods. For evaluating the risk measurement methods the debt funds, equity funds and hybrid funds are selected on the basis of CRISIL ranking. So the study helps to know the performance of particular funds. For The present study primary and secondary data had been collected to satisfy the proposed objectives of the study. The primary data was collected through the structured interview method from the investment managers / risk managers of the mutual fund houses. The data was collected from the 26 mutual fund houses of the New Delhi region which were selected randomly. Secondary data was collected from the Net Asset values of Equity fund, Debt fund and Hybrid fund schemes performed well according to the CRISIL rating of December, 2014. The various traditional, modern and forecasted risk measures methods are used to analyze the NAV values of selected mutual fund schemes from January 2011 to June 2016. In the present study the hypothesis was developed to evaluate the several risk measurement methods. There were various statistical techniques used to validate the hypothesis of the study. Z test is used to know the difference in the risk measurement techniques of the traditional measures and modern measures of mutual funds. ANOVA test is used to determine the average risk pattern of Debt Fund, Equity Fund and Hybrid Fund. From the study it was identified that different risk measuring techniques are adopted for Particular situations to evaluate the different types of mutual funds. There is a huge opportunity available for the investors, fund managers and every stakeholders of the mutual fund industry from the investments. newline
Pagination: 
URI: http://hdl.handle.net/10603/277572
Appears in Departments:Department of Management

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01_title.pdfAttached File7.14 kBAdobe PDFView/Open
02_certificate.pdf159 kBAdobe PDFView/Open
03_declaration.pdf101.86 kBAdobe PDFView/Open
04_abstract.pdf30.27 kBAdobe PDFView/Open
05_acknowledgement.pdf28.99 kBAdobe PDFView/Open
06_contents.pdf33.69 kBAdobe PDFView/Open
07_list_of_tables.pdf88.1 kBAdobe PDFView/Open
08_list_of_figures.pdf86.13 kBAdobe PDFView/Open
09_chapter 1.pdf328.29 kBAdobe PDFView/Open
10_chapter 2.pdf285.78 kBAdobe PDFView/Open
11_chapter 3.pdf241.53 kBAdobe PDFView/Open
12_chapter 4.pdf1.73 MBAdobe PDFView/Open
13_chapter 5.pdf161.76 kBAdobe PDFView/Open
14_conclusion.pdf90.11 kBAdobe PDFView/Open
15_references.pdf146.04 kBAdobe PDFView/Open
16_appendix.pdf85.26 kBAdobe PDFView/Open
17_summary.pdf97.83 kBAdobe PDFView/Open


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