Study of mutual fund styles, classification and performance.

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

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.