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The performance of equity funds in Thailand, 1992-2000

Satjawathee, Theeralak (2004) The performance of equity funds in Thailand, 1992-2000. Other Degree thesis, Victoria University of Technology.

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Abstract

The primary aim of this study is to examine Thai equity fund performance during the period 1992-2000. The achievement of the primary aim will involve investigation of fund performance in sub-periods of expansionary and contractionary market environments, the relationship between investment performance and risk, and the correlation between the risk-adjusted performance measures. The secondary aim of this study is to investigate the persistence of fund performance between a subsequent period and a series of prior periods of varying length. This study of persistence will lead to an exploration of an optimal past performance information set of equity funds in Thailand.

Item Type: Thesis (Other Degree thesis)
Additional Information:

Doctor of Business Administration

Uncontrolled Keywords: Mutual funds, Thailand, finance, money markets, investment, equity funds
Subjects: FOR Classification > 1502 Banking, Finance and Investment
Faculty/School/Research Centre/Department > Graduate School of Business
Depositing User: VU Library
Date Deposited: 02 Sep 2010 23:30
Last Modified: 23 May 2013 16:45
URI: http://vuir.vu.edu.au/id/eprint/15681
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