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https://hdl.handle.net/10356/11017
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. | URI: | http://hdl.handle.net/10356/11017 | Schools: | Nanyang Business School | Rights: | Nanyang Technological University | Fulltext Permission: | restricted | Fulltext Availability: | With Fulltext |
Appears in Collections: | NBS Student Reports (FYP/IA/PA/PI) |
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NBS-REPORTS_356.pdf Restricted Access | 703.89 kB | Adobe PDF | View/Open |
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