Do Investors Differentiate Return Components? Evidence from Asia Pacific Mutual Funds

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Do Investors Differentiate Return Components? Evidence from Asia Pacific Mutual Funds

The study aims at investigating determinants of fund performance and factors investors consider when assessing fund managers in Asia Pacific market over the period 2013-2018. Fund alphas are estimated using Single-index model (Jensen, 1968), four-factor model (Carhart, 1997) and seven-factor model (...

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Bibliographic Details
Main Author:	Nguyen, Hoang Yen Nhu
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2019
Online Access:	https://eprints.nottingham.ac.uk/58345/

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