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
id sg-ntu-dr.10356-8705
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spelling sg-ntu-dr.10356-87052023-05-19T05:41:36Z Study of mutual fund styles, classification and performance. Kwan, Kah Kit. Chan, Chee Kong. Kang, Khong Weng. Sawicki, Julia Nanyang Business School DRNTU::Business::Finance::Funds 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. 2008-09-24T07:24:06Z 2008-09-24T07:24:06Z 2002 2002 Final Year Project (FYP) http://hdl.handle.net/10356/8705 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Funds
spellingShingle DRNTU::Business::Finance::Funds
Kwan, Kah Kit.
Chan, Chee Kong.
Kang, Khong Weng.
Study of mutual fund styles, classification and performance.
description 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.
author2 Sawicki, Julia
author_facet Sawicki, Julia
Kwan, Kah Kit.
Chan, Chee Kong.
Kang, Khong Weng.
format Final Year Project
author Kwan, Kah Kit.
Chan, Chee Kong.
Kang, Khong Weng.
author_sort Kwan, Kah Kit.
title Study of mutual fund styles, classification and performance.
title_short Study of mutual fund styles, classification and performance.
title_full Study of mutual fund styles, classification and performance.
title_fullStr Study of mutual fund styles, classification and performance.
title_full_unstemmed Study of mutual fund styles, classification and performance.
title_sort study of mutual fund styles, classification and performance.
publishDate 2008
url http://hdl.handle.net/10356/8705
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