Replicating top-performing mutual fund returns using ETFs : more bang for the buck.

• المؤلفون الرئيسيون: Kenneth, Sin., Lim, Wan Peng., Wong, Hong Jie.
• مؤلفون آخرون: Charlie Charoenwong
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2013
• الموضوعات: DRNTU::Business::Finance::Asset allocation
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/51391

This study extends the existing literature on analysing the performance of open-end mutual funds through style analysis. Unlike previous studies which focus on market indexes, we leverage on investable market ETFs to replicate mutual fund returns and assess the skills of fund managers. Our replicati...