Stock picking and timing ability of Chinese mutual funds

This dissertation evaluates the performance of Chinese investment funds.Using Treynor-Mazuy model and Henriksson-Merton model, this research focuses on evaluating ten investment funds on their ability in asset selection and timing during 1999 to 2000.

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Bibliographic Details
Main Author: Jiang, Fuxiu
Other Authors: Tan, Kok Hui
Format: Theses and Dissertations
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/7360
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Institution: Nanyang Technological University