Lipper's rating and unit trust performance in Malaysia
This study examines the usefulness of rating information supplied by Lipper using a sample of 68 Malaysian unit trusts from December 2000 to November 2010.Four performance measures were used namely the Sharpe ratio, Treynor ratio, Jensen's alpha, and Fama and French 3-factor model.Overall, uni...
| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2013
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/8549/1/AhmR.pdf |