Investor's Fortune and Unit Trust Ratings

This study examines the usefulness of rating information supplied by Lipper using a sample of 68 Malaysian unit trust funds 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. Overal...

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Bibliographic Details
Main Author: Ahmad Ridhuwan, Abdullah
Format: Thesis
Language:English
English
Published: 2011
Subjects:
Online Access:https://etd.uum.edu.my/2710/1/Ahmad_Ridhuwan_Abdullah.pdf
https://etd.uum.edu.my/2710/2/1.Ahmad_Ridhuwan_Abdullah.pdf
https://etd.uum.edu.my/2710/
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Institution: Universiti Utara Malaysia
Language: English
English