Study of mutual fund styles, classification and performance.
This Applied Research Project involves using Sharpe’s methodology to estimate the asset allocation values of a sample of twenty-two Australian Balanced Funds by regressing the monthly returns of these funds with five selected asset classes.
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| Main Authors: | , , |
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| 其他作者: | |
| 格式: | Final Year Project |
| 出版: |
2008
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/8705 |
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| 機構: | Nanyang Technological University |