Study of mutual fund styles, classification and performance.
This Applied Research Project involves using Sharpe’s methodology to estimate the asset allocation values of a sample of twenty-two Australian Balanced Funds by regressing the monthly returns of these funds with five selected asset classes.
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Online Access: | http://hdl.handle.net/10356/8705 |
| _version_ | 1826124209287331840 |
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| author | Kwan, Kah Kit. Chan, Chee Kong. Kang, Khong Weng. |
| author2 | Sawicki, Julia |
| author_facet | Sawicki, Julia Kwan, Kah Kit. Chan, Chee Kong. Kang, Khong Weng. |
| author_sort | Kwan, Kah Kit. |
| collection | NTU |
| description | This Applied Research Project involves using Sharpe’s methodology to estimate the asset allocation values of a sample of twenty-two Australian Balanced Funds by regressing the monthly returns of these funds with five selected asset classes. |
| first_indexed | 2024-10-01T06:16:55Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/8705 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T06:16:55Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-10356/87052023-05-19T05:41:36Z Study of mutual fund styles, classification and performance. Kwan, Kah Kit. Chan, Chee Kong. Kang, Khong Weng. Sawicki, Julia Nanyang Business School DRNTU::Business::Finance::Funds This Applied Research Project involves using Sharpe’s methodology to estimate the asset allocation values of a sample of twenty-two Australian Balanced Funds by regressing the monthly returns of these funds with five selected asset classes. 2008-09-24T07:24:06Z 2008-09-24T07:24:06Z 2002 2002 Final Year Project (FYP) http://hdl.handle.net/10356/8705 Nanyang Technological University application/pdf |
| spellingShingle | DRNTU::Business::Finance::Funds Kwan, Kah Kit. Chan, Chee Kong. Kang, Khong Weng. Study of mutual fund styles, classification and performance. |
| title | Study of mutual fund styles, classification and performance. |
| title_full | Study of mutual fund styles, classification and performance. |
| title_fullStr | Study of mutual fund styles, classification and performance. |
| title_full_unstemmed | Study of mutual fund styles, classification and performance. |
| title_short | Study of mutual fund styles, classification and performance. |
| title_sort | study of mutual fund styles classification and performance |
| topic | DRNTU::Business::Finance::Funds |
| url | http://hdl.handle.net/10356/8705 |
| work_keys_str_mv | AT kwankahkit studyofmutualfundstylesclassificationandperformance AT chancheekong studyofmutualfundstylesclassificationandperformance AT kangkhongweng studyofmutualfundstylesclassificationandperformance |