An investigation on asset allocation and performance measurement for unit trust funds in Malaysia using multifactor model: a post crisis period analysis
This study examines the pattern of asset allocation and the performance of unit trust in Malaysia over the post crisis period by using risk-adjusted performance measures and multi-factor model from the year 2000 to 2004. Evidence from the statistics suggests that an active asset allocation strategy...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Inderscience Enterprise Ltd, UK
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/51776 |
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