An Empirical Analysis of Unit Trust Performance in Singapore

• المؤلفون الرئيسيون: Chia, Joseph H. H., TSE, Yiu Kuen
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2000
• الموضوعات: Fund performance; Jensen measure; Sharpe measure; Treynor-Mazuy measure; Unit trust; Asian Studies; Finance
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/703; https://ink.library.smu.edu.sg/context/soe_research/article/1702/viewcontent/ChiaTse_1.pdf
• المؤسسة: Singapore Management University

The Singapore government’s recent strategic plan to develop the financial sector has placed much emphasis on the fund management industry. In this paper we examine the unit trust performance in Singapore in the 90s. Our results show that fund managers in general performed poorly in security analys...