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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| Format: | Theses and Dissertations |
| Published: |
2008
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| Online Access: | http://hdl.handle.net/10356/7360 |
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| Institution: | Nanyang Technological University |
| Summary: | 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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