Analysis of unit trusts performance in Singapore.
Tan, Chun Chiah.
Tan, Yong Hong.
Tay, York Hiem.
Date of Issue2000
College of Business (Nanyang Business School)
Performance anaylsis of 30 unit trusts in S'pore from period Jun'94 to Jun'99.Three traditional models were used sharpe, treynor, jensen-alpha.Also, 2 advanced models were also applied namely, treynor-mazuy model & bhattacharya-Pfleiderer model.
Final Year Project (FYP)
Nanyang Technological University