Lipper's rating and unit trust performance in Malaysia
This study examines the usefulness of rating information supplied by Lipper using a sample of 68 Malaysian unit trusts from December 2000 to November 2010.Four performance measures were used namely the Sharpe ratio, Treynor ratio, Jensen's alpha, and Fama and French 3-factor model.Overall, uni...
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| Main Authors: | , |
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| 格式: | Conference or Workshop Item |
| 语言: | English |
| 出版: |
2013
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| 主题: | |
| 在线阅读: | http://repo.uum.edu.my/8549/1/AhmR.pdf http://repo.uum.edu.my/8549/ http://submit.confbay.com/index.php?option=com_conf&acid=100&Itemid=1 |
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