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  • 标题:Performance appraisal of SHASTA's complementary investment company's portfolio management
  • 本地全文:下载
  • 作者:Ali Saeedi ; Robabeh Bahramian
  • 期刊名称:Management Science Letters
  • 印刷版ISSN:1923-9335
  • 电子版ISSN:1923-9343
  • 出版年度:2013
  • 卷号:3
  • 期号:8
  • 页码:2273-2278
  • DOI:10.5267/j.msl.2013.07.018
  • 出版社:Growing Science
  • 摘要:This paper presents an empirical investigation to measure the performance of holding company compared with the performance of market using Sharp ratio over the period of 2008-2011. SHASTA is one of the biggest holding firms in Iran, owned by social security organization, and has some subsidiary firms. The study measures the risk of holding firm and market performance firms listed on Tehran Stock Exchange using the Sharp ratio. To compare the performance of holding versus subsidiary firms as well as the market, the study first performs normality test on the data. Statistical data for the performance of holding company is not normally distributed but all subsidiary data are normally distributed. Therefore, the study uses non-parametric test to measure the performance for holding company and parametric test is employed to measure the performance of other firms. The result of our investigation indicates that there was no difference between the performance of holding firm and market performance.
  • 关键词:Performance Appraisal; Tehran Stock Exchange; SHASTA
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