Filippas, N.D.; Psoma, Christine - In: Managerial Finance 27 (2001) 6, pp. 68-75
Outlines the models devised by Jensen (1968, 1969) and Treynor and Mazuy (1966) for measuring the performance of managed portfolios and related empirical research. Applies the Treynor‐Mazuy model to a sample of 17 Greek equity mutual funds using 1995‐1998 daily returns data and presents the...