Lipper's rating and the performance of unit trusts in Malaysia

• المؤلفون الرئيسيون: Abdullah, A.R., Abdullah, N.A.H.
• التنسيق: Non-Indexed Article
• منشور في: Emerald Group Publishing Limited 2015
• الوصول للمادة أونلاين: http://discol.umk.edu.my/id/eprint/8290/; http://www.emeraldinsight.com/doi/pdfplus/10.1108/SEF-05-2012-0064

Purpose – The purpose of this paper is to examine the risk-adjusted performance of rated funds and determine the usefulness of Lipper Leader rating of unit trusts in Malaysia during the period 2000 to 2010. Design/methodology/approach – The paper utilizes the Sharpe ratio, Treynor ratio, Jensen’s al...