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The Performance of Islamic Unit Trust Funds in Malaysia: Does Persistence Exist?

The paper examines Islamic unit trust fund's performance and evaluates whether the performance persists over severa1 time periods. On average, overall funds' performance as well as each fund performance is evaluated. Besides using raw return, this paper also uses Sharpe index, Treynor i...

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Bibliographic Details
Main Authors: Mohd Azlan Shah Zaidi, Zulkefly Abdul Karim, Zurina Kefeli @ Zulkefli
Format: Article
Language:English
Published: Kolej Universiti Islam Malaysia 2012
Subjects:
Unit trust performance
Capital asset pricing model
Persistence in performance
Sharpe index
Treynor index
Jensen-Alpha index
Online Access:http://ddms.usim.edu.my/handle/123456789/5297
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http://ddms.usim.edu.my/handle/123456789/5297

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