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

• 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
• Institution: Nanyang Technological University

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...