A comparative analysis of fixed income unit trust funds versus equity unit trust funds in Malaysia

This study examines the performance of fixed income and equity unit trust funds from 2006 to 2012. A total of 31 fixed income and 57 equity funds are evaluated by using the Treynor ratio, Sharpe ratio and Jensen alpha. Results indicate that fixed income funds outperform the market and the Maybank 12...

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Bibliographic Details
Main Authors: Nur Adiana Hiau Abdullah, Aminah Shari
Format: Article
Language:English
English
Published: Penerbit USM 2019
Subjects:
Online Access:https://eprints.ums.edu.my/id/eprint/32497/1/A%20comparative%20analysis%20of%20fixed%20income%20unit%20trust%20funds%20versus%20equity%20unit%20trust%20funds%20in%20Malaysia.pdf
https://eprints.ums.edu.my/id/eprint/32497/2/A%20comparative%20analysis%20of%20fixed%20income%20unit%20trust%20funds%20versus%20equity%20unit%20trust%20funds%20in%20Malaysia.pdf
https://eprints.ums.edu.my/id/eprint/32497/
http://web.usm.my/journal/aamjaf/aamjaf15022019/aamjaf15022019_5.pdf
https://doi.org/10.21315/aamjaf2019.15.2.5
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