Comparing the performance of U.S. domestic and international mutual funds.

Comparing the performance of U.S. domestic and international mutual funds.

This study examines and compares the risk-adjusted returns between U.S. based international and domestic equity mutual funds using Jensen Measure from 2002 -2007. The benchmarks for comparison were independent and specific to the funds’ characteristics and investment objectives. The results show tha...

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Main Authors: Lee, Ivan Wei-Min., Musa Adlan., Ong, Hui Fen.
Other Authors: Cheang, Gerald Hock Lye
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Investments
Online Access:http://hdl.handle.net/10356/10553
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-10553
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spelling sg-ntu-dr.10356-105532023-05-19T03:30:04Z Comparing the performance of U.S. domestic and international mutual funds. Lee, Ivan Wei-Min. Musa Adlan. Ong, Hui Fen. Cheang, Gerald Hock Lye Nanyang Business School DRNTU::Business::Finance::Investments This study examines and compares the risk-adjusted returns between U.S. based international and domestic equity mutual funds using Jensen Measure from 2002 -2007. The benchmarks for comparison were independent and specific to the funds’ characteristics and investment objectives. The results show that for 2002 through 2007, majority of international funds and domestic funds underperformed their relative benchmarks but the international funds outperformed the domestic benchmark. However, in the case of outperformance, majority of the funds’ positive Jensen Measures were statistically insignificant. 2008-09-24T07:44:52Z 2008-09-24T07:44:52Z 2008 2008 Final Year Project (FYP) http://hdl.handle.net/10356/10553 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Investments
spellingShingle DRNTU::Business::Finance::Investments
Lee, Ivan Wei-Min.
Musa Adlan.
Ong, Hui Fen.
Comparing the performance of U.S. domestic and international mutual funds.
description This study examines and compares the risk-adjusted returns between U.S. based international and domestic equity mutual funds using Jensen Measure from 2002 -2007. The benchmarks for comparison were independent and specific to the funds’ characteristics and investment objectives. The results show that for 2002 through 2007, majority of international funds and domestic funds underperformed their relative benchmarks but the international funds outperformed the domestic benchmark. However, in the case of outperformance, majority of the funds’ positive Jensen Measures were statistically insignificant.
author2 Cheang, Gerald Hock Lye
author_facet Cheang, Gerald Hock Lye
Lee, Ivan Wei-Min.
Musa Adlan.
Ong, Hui Fen.
format Final Year Project
author Lee, Ivan Wei-Min.
Musa Adlan.
Ong, Hui Fen.
author_sort Lee, Ivan Wei-Min.
title Comparing the performance of U.S. domestic and international mutual funds.
title_short Comparing the performance of U.S. domestic and international mutual funds.
title_full Comparing the performance of U.S. domestic and international mutual funds.
title_fullStr Comparing the performance of U.S. domestic and international mutual funds.
title_full_unstemmed Comparing the performance of U.S. domestic and international mutual funds.
title_sort comparing the performance of u.s. domestic and international mutual funds.
publishDate 2008
url http://hdl.handle.net/10356/10553
_version_ 1770565897156558848

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