Performance, Timing and Persistence of Actively Managed UK Equity Unit Trusts and OEICs

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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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Bibliographic Details
Main Author:	Popat, Chirag
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/25943/

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