Empirical studies on the performance of unit trusts in Singapore.
Early studies on portfolio performance used various measures such as the Sharpe ratio, the Treynor ratio and the Jensen measure to determine the asset selection skills of portfolio managers. These measures differ in their definition of risk and their assumption of the investor's attitude to...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
2011
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/42723 |