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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Bibliographic Details
Main Authors: Abdullah, Ahmad Ridhuwan, Abdullah, Nur Adiana Hiau
Format: Conference or Workshop Item
Language:English
Published: 2013
Subjects:
Online Access: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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