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.
Saved in:
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/11017 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |
| id |
sg-ntu-dr.10356-11017 |
|---|---|
| record_format |
dspace |
| spelling |
sg-ntu-dr.10356-110172023-05-19T03:30:06Z Analysis of unit trusts performance in Singapore. Tan, Chun Chiah. Tan, Yong Hong. Tay, York Hiem. Shafiqur Rahman Nanyang Business School DRNTU::Business::Finance::Investments 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. 2008-09-24T07:50:21Z 2008-09-24T07:50:21Z 2000 2000 Final Year Project (FYP) http://hdl.handle.net/10356/11017 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 Tan, Chun Chiah. Tan, Yong Hong. Tay, York Hiem. Analysis of unit trusts performance in Singapore. |
| description |
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. |
| author2 |
Shafiqur Rahman |
| author_facet |
Shafiqur Rahman Tan, Chun Chiah. Tan, Yong Hong. Tay, York Hiem. |
| format |
Final Year Project |
| author |
Tan, Chun Chiah. Tan, Yong Hong. Tay, York Hiem. |
| author_sort |
Tan, Chun Chiah. |
| title |
Analysis of unit trusts performance in Singapore. |
| title_short |
Analysis of unit trusts performance in Singapore. |
| title_full |
Analysis of unit trusts performance in Singapore. |
| title_fullStr |
Analysis of unit trusts performance in Singapore. |
| title_full_unstemmed |
Analysis of unit trusts performance in Singapore. |
| title_sort |
analysis of unit trusts performance in singapore. |
| publishDate |
2008 |
| url |
http://hdl.handle.net/10356/11017 |
| _version_ |
1770565326644183040 |