Analysis of unit trusts performance in Singapore.

• Main Authors: Tan, Chun Chiah., Tan, Yong Hong., Tay, York Hiem.
• Other Authors: Shafiqur Rahman
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Investments
• Online Access: http://hdl.handle.net/10356/11017
• Institution: Nanyang Technological University

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.