Managed currency funds - is performance predictable?

• Main Authors: Yip, Jenson Jing Min., Tan, Woon Loong., Chan, Yan Heng., Hor, Kenneth Kong Jie.
• Other Authors: Nanyang Business School
• Format: Final Year Project
• Language: English
• Published: 2013
• Subjects: DRNTU::Business
• Online Access: http://hdl.handle.net/10356/51404
• Institution: Nanyang Technological University

This study tests whether the performance of managed currency funds is predictable, using several factors that prior studies have used to predict the performance of equity mutual funds. It is scoped within the geographical boundaries of Eurasia, where a majority of the funds and fund managers in the...