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Title: Empirical study of unit trusts
Authors: Fong Wai Yip, Lim Pin Pin, Lim Voon Shyan
Keywords: DRNTU::Business::Finance::Investments
Issue Date: 1997
Abstract: The authors seek to examine the 5 different aspects of the performance of unit trust funds, namely: • The volatility of return; • The performance; • The risk adjusted performance; • The degree of diversification; • The consistency of performance. Unit trusts have different risk and return characteristics. After adjusting the funds' performance for risk, most fund managers are not able to outperform the market. With the exception of regional funds, unit trusts are generally well diversified. It is also found that unit trusts do not perform consistently from 1990 to 1996.
Description: 96 p.
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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