Performance of equity mutual funds in Thailand
This dissertation examines the performance of 242 open-ended equity mutual funds in Thailand from January 2009 to December 2017 by employing the Jensen’s measure, the Fama-French’s Three-factor model, and the Carhart’s Four-factor model. The overall results show that market risk premium, firm size,...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2018
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| Online Access: | https://eprints.nottingham.ac.uk/53935/ |