Abstract:This work has analyzed the performance of 31 behavioral mutual funds in
the USA, Europe and Japan described in Santoni and Kelshiker (2010). Were
observed the performances of the funds and their respective benchmarks in
four indicators: the Sharpe index, Sortino Index, Omega Measure and the
Behavioral Performance Measure. The horizon of analysis was 10 years (Jan/04
to Dec/14) divided in inte… Show more
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