Lipper’s rating and the performance of unit trusts in Malaysia
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...
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主要な著者: | , |
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フォーマット: | 論文 |
言語: | English |
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Emerald Group Publishing Limited
2015
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オンライン・アクセス: | 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 |
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