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  1. 1 2007

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  1. 1 Salamaga M.

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AN APPLICATION OF PROBIT MODEL FOR THE MUTUAL FUNDS RANKING

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Salamaga M.
Przegląd Statystyczny
|
2007
|
vol. 54
|
issue 1
43-56
EN
Classifications of mutual funds are created often on the basis of kind of securities and other property law, which are object of investment of mutual fund. They do not always take into consideration results of efficiency measurements of mutual funds, investment strategies and value at risk. The author proposes to apply the probit model for ranking the mutual funds on the basis of experience in management assets, results of investment activity, investment risks and efficiency of portfolio management. Probabilities of negative rate of return for mutual funds have been calculated. They have been used for ordering the mutual funds
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