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