Evaluation of UK Unit Trust Performance 2001-2006

This paper evaluates the performance of 41 UK equity growth unit trusts for the period between July 2001 and July 2006 by employing traditional performance measures alpha, Sharpe ratio and Treynor ratio. The objective of this paper is to find out whether the 41 actively managed unit trusts have the...

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Bibliographic Details
Main Author: Chen, Jizhou
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2006
Online Access:https://eprints.nottingham.ac.uk/20446/