Analysis of unit trusts performance in Singapore.
Performance anaylsis of 30 unit trusts in S'pore from period Jun'94 to Jun'99.Three traditional models were used sharpe, treynor, jensen-alpha.Also, 2 advanced models were also applied namely, treynor-mazuy model & bhattacharya-Pfleiderer model.
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/11017 |
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| Institution: | Nanyang Technological University |
| Summary: | Performance anaylsis of 30 unit trusts in S'pore from period Jun'94 to Jun'99.Three traditional models were used sharpe, treynor, jensen-alpha.Also, 2 advanced models were also applied namely, treynor-mazuy model & bhattacharya-Pfleiderer model. |
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