The Performance Of Malaysian Unit Trusts In The Period 1988-1992
Loading...
Date
1994-06
Authors
SIEW JOO, EWE
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
This dissertation is concerned with investigating the risk
adjusted return and risk of Malaysian unit trusts from 1988 to
1992. Using Jensen Measure (Jensen,1968) and Sharpe Index
(Sharpe,1966),we found that (1) the average risk adjusted return
of Malaysian unit trusts was less than those of stock market as
a whole and (2) the average risk of unit trusts in Malaysia was
lower than those of market portfolios.
Description
Keywords
The Performance Of Malaysian Unit Trusts , In The Period 1988-1992