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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2008
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Online Access: | http://hdl.handle.net/10356/8705 |
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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 |
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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 |
_version_ |
1770565925979815936 |