Study of mutual fund styles, classification and performance.
Kwan, Kah Kit.
Chan, Chee Kong.
Kang, Khong Weng.
Date of Issue2002
College of Business (Nanyang Business School)
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.
Final Year Project (FYP)
Nanyang Technological University