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

• المؤلفون الرئيسيون: Abdullah, Ahmad Ridhuwan, Abdullah, Nur Adiana Hiau
• التنسيق: مقال
• اللغة: English
• منشور في: Emerald Group Publishing Limited 2015
• الموضوعات: HC Economic History and Conditions
• الوصول للمادة أونلاين: http://repo.uum.edu.my/15413/1/SEF-05-2012-0064.pdf; http://repo.uum.edu.my/15413/; http://doi.org/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 alp...