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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Bibliographic Details
Main Authors: Kwan, Kah Kit., Chan, Chee Kong., Kang, Khong Weng.
Other Authors: Sawicki, Julia
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/8705
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Institution: Nanyang Technological University