Performance, Timing and Persistence of Actively Managed UK Equity Unit Trusts and OEICs
This paper investigates the performance, timing and persistence of actively managed UK equity Unit Trusts and OEICs between January 2005 and December 2010. Performance of Unit Trusts and OEICs are measured using the one factor model (Jensen’s alpha) and Carhart’s four factor model. The results show...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2012
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| Online Access: | https://eprints.nottingham.ac.uk/25943/ |