Investment performance analysis of managerial expertise: evidence from Malaysian-based international equity unit trust funds
This paper evaluates the investment performance of Malaysian-based international equity funds. The results on the overall fund performance using Jensen’s (1968) model indicate that, on average, international funds have significant negative risk-adjusted returns over the study period from 2008-2010....
Main Author: | Low, Soo-Wah |
---|---|
Format: | Article |
Language: | English |
Published: |
Penerbit Universiti Kebangsaan Malaysia
2013
|
Online Access: | http://journalarticle.ukm.my/6969/ http://journalarticle.ukm.my/6969/ http://journalarticle.ukm.my/6969/1/4610-10782-1-SM.pdf |
Similar Items
-
Risk-adjusted performance of Malaysian Real Estate Investment Trust Funds
by: Low, Soo Wah, et al.
Published: (2014) -
Islamic equity unit trust funds: macroeconomic determinants of NAV of Islamic equity unit trust funds: a case of Malaysia
by: Othman, Anwar Hasan Abdullah
Published: (2011) -
Making the right investment choice? comparing the performance between Islamic and conventional equity unit trust funds in Malaysia
by: Othman, Anwar Hasan Abdullah, et al.
Published: (2019) -
Causal relationship between macro-economic indicators and funds unit prices behavior: evidence from Malaysian Islamic equity unit trust funds industry
by: Othman, Anwar Hasan Abdullah, et al.
Published: (2015) -
Relationship between macroeconomic variables and net asset value (NAV) of Islamic equity unit trust funds: cointegration evidence from Malaysian unit trust industry
by: Othman, Anwar Hasan Abdullah, et al.
Published: (2013)