Performance Evaluation of Malaysian Unit Trusts Using the Modified Sharpe Ratio

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Performance Evaluation of Malaysian Unit Trusts Using the Modified Sharpe Ratio

Recent studies on mutual funds have stated that the Sharpe ratio is an inappropriate performance measure as it penalizes upside and downside risk equally and assumes that return series are normally distributed which is rarely the case especially in emerging markets such as Malaysia. To mitigate the...

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Bibliographic Details
Main Author:	Gasim, Sahar Azhari
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2008
Online Access:	https://eprints.nottingham.ac.uk/24077/

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