Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/36156
Full metadata record
DC FieldValueLanguage
dc.contributor.authorGao, Zhangpeng.en
dc.date.accessioned2010-04-23T02:42:42Zen
dc.date.available2010-04-23T02:42:42Zen
dc.date.copyright2006en
dc.date.issued2006en
dc.identifier.citationGao, Z. P. (2006). Mutual fund performance measurement and fund rating. Doctoral thesis, Nanyang Technological University, Singapore.en
dc.identifier.urihttps://hdl.handle.net/10356/36156en
dc.description170 p.en
dc.description.abstractHow to measure and rate the performance of funds is the main question that perplexes the fund industry. We show that the measure proposed by Sharpe, which is derived from return-based style analysis, is superior to other measures by a comparative simulation study. We formally develop the econometric methodology on how to implement it, and show that the measure has several advantages because of its quadratic programming estimation techniques instead of the regression method of traditional measures.en
dc.subjectDRNTU::Business::Finance::Fundsen
dc.titleMutual fund performance measurement and fund rating.en
dc.typeThesisen
dc.contributor.supervisorShahidur Rahmanen
dc.contributor.schoolSchool of Humanities and Social Sciencesen
dc.description.degreeDOCTOR OF PHILOSOPHY (HSS)en
dc.identifier.doi10.32657/10356/36156en
item.fulltextWith Fulltext-
item.grantfulltextopen-
Appears in Collections:HSS Theses
Files in This Item:
File Description SizeFormat 
HSS_THESES_2.pdf14.47 MBAdobe PDFThumbnail
View/Open

Page view(s)

599
checked on Oct 21, 2020

Download(s)

293
checked on Oct 21, 2020

Google ScholarTM

Check

Altmetric


Plumx

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