Investing into the abyss: The continued misclassification of multi-sector managed funds

Investing into the abyss: The continued misclassification of multi-sector managed funds

The objective of this paper is to assess whether Australian multi-sector managed funds are misclassified, and then, having found this to be the case, determine if this misclassification has any impact on fund performance. We adopt a strong form of returns based style analysis to investigate a monthl...

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Bibliographic Details
Main Authors: Watson, John R, Allen, N., PHOON, Kok Fai, Wickramanayake, J.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2010
Subjects:
Managed Funds
Return Based Style Analysis
Asset Allocation
Misclassification
Confidence Intervals
Corporate Finance
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/2964
https://ink.library.smu.edu.sg/context/lkcsb_research/article/3963/viewcontent/10_22495_cocv8i1c6p3.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/lkcsb_research/2964
https://ink.library.smu.edu.sg/context/lkcsb_research/article/3963/viewcontent/10_22495_cocv8i1c6p3.pdf

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