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 al...
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Main Authors: | , |
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Format: | Non-Indexed Article |
Published: |
Emerald Group Publishing Limited
2015
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Online Access: | http://discol.umk.edu.my/id/eprint/8290/ http://www.emeraldinsight.com/doi/pdfplus/10.1108/SEF-05-2012-0064 |
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Institution: | Universiti Malaysia Kelantan |