Please use this identifier to cite or link to this item:
Title: Analysis of unit trusts performance in Singapore.
Authors: Tan, Chun Chiah.
Tan, Yong Hong.
Tay, York Hiem.
Keywords: DRNTU::Business::Finance::Investments
Issue Date: 2000
Abstract: Performance anaylsis of 30 unit trusts in S'pore from period Jun'94 to Jun'99.Three traditional models were used sharpe, treynor, jensen-alpha.Also, 2 advanced models were also applied namely, treynor-mazuy model & bhattacharya-Pfleiderer model.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

Files in This Item:
File Description SizeFormat 
  Restricted Access
703.89 kBAdobe PDFView/Open

Page view(s) 10

checked on Oct 22, 2020

Download(s) 10

checked on Oct 22, 2020

Google ScholarTM


Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.