基于非回归绩效评价比率和单因素CAPM模型的印度共同基金行业的SIP和LIP比较研究

A. Goswami, Ity Patni, S. Choubey, Nishu Gupta
{"title":"基于非回归绩效评价比率和单因素CAPM模型的印度共同基金行业的SIP和LIP比较研究","authors":"A. Goswami, Ity Patni, S. Choubey, Nishu Gupta","doi":"10.1080/09720510.2022.2130575","DOIUrl":null,"url":null,"abstract":"Abstract Investment in mutual funds can be made either through Lump Sum Investment Plan (LIP) or through Systematic Investment Plan (SIP). This study is an attempt to spread awareness amongst public/investors regarding the various advantages of SIP investments. The comparison has been done between LIP : and SIP investment option on selected equity funds of 8 Indian AMCs for a period of 3 years. Selected risk-return non regression measures are applied to assess the performance of selected equity funds. Further MCDM technique is applied to rank the SIP investment options of equity funds based on their performance evaluation results.","PeriodicalId":270059,"journal":{"name":"Journal of Statistics and Management Systems","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2022-10-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"A comparative study on SIP and LIP with reference to Indian mutual fund industry using non-regression performance evaluation ratios and single factor CAPM model\",\"authors\":\"A. Goswami, Ity Patni, S. Choubey, Nishu Gupta\",\"doi\":\"10.1080/09720510.2022.2130575\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract Investment in mutual funds can be made either through Lump Sum Investment Plan (LIP) or through Systematic Investment Plan (SIP). This study is an attempt to spread awareness amongst public/investors regarding the various advantages of SIP investments. The comparison has been done between LIP : and SIP investment option on selected equity funds of 8 Indian AMCs for a period of 3 years. Selected risk-return non regression measures are applied to assess the performance of selected equity funds. Further MCDM technique is applied to rank the SIP investment options of equity funds based on their performance evaluation results.\",\"PeriodicalId\":270059,\"journal\":{\"name\":\"Journal of Statistics and Management Systems\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2022-10-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Statistics and Management Systems\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/09720510.2022.2130575\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Statistics and Management Systems","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/09720510.2022.2130575","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1

摘要

共同基金的投资可以通过一次性投资计划(LIP)和系统投资计划(SIP)两种方式进行。这项研究旨在向公众/投资者宣传SIP投资的各种优势。对8家印度资产管理公司选定的股票基金进行了为期3年的LIP:和SIP投资选择的比较。选取风险收益非回归指标,对选取的股票型基金进行绩效评估。在此基础上,利用MCDM技术对股票型基金的SIP投资方案进行了绩效评价排序。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A comparative study on SIP and LIP with reference to Indian mutual fund industry using non-regression performance evaluation ratios and single factor CAPM model
Abstract Investment in mutual funds can be made either through Lump Sum Investment Plan (LIP) or through Systematic Investment Plan (SIP). This study is an attempt to spread awareness amongst public/investors regarding the various advantages of SIP investments. The comparison has been done between LIP : and SIP investment option on selected equity funds of 8 Indian AMCs for a period of 3 years. Selected risk-return non regression measures are applied to assess the performance of selected equity funds. Further MCDM technique is applied to rank the SIP investment options of equity funds based on their performance evaluation results.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信