Research Repository

Fund Performance persistence analysis: Thailand equity funds

Jegasothy, Kandiah and Satjawathee, Theeralak (2008) Fund Performance persistence analysis: Thailand equity funds. Asian Profile, 36 (5). pp. 507-520. ISSN 0304-8675

Full text for this resource is not available from the Research Repository.

Abstract

Fund performance analysis without performance persistency investigation is of limited use. Persistence in fund performance refers to the ability of a fund to continue to maintain its relative performance (ranking) against a benchmark, over time. Such information adds value to the fund performance results with an improved prediction ability of future performance and ability to find the optimal past performance for a given set of funds. In making investments decisions or giving investment advice, investors and fund managers often use knowledge of past performance status and the nature or performance persistency.

Item Type: Article
Uncontrolled Keywords: ResPubID15439, fund performance analysis, performance persistency investigation, prediction of future performance, investments decisions, investment advice, investors, fund managers, past performance status
Subjects: Faculty/School/Research Centre/Department > School of Economics and Finance
FOR Classification > 1502 Banking, Finance and Investment
SEO Classification > 9104 Management and Productivity
Related URLs:
Depositing User: VUIR
Date Deposited: 30 Aug 2011 02:58
Last Modified: 30 Aug 2011 02:58
URI: http://vuir.vu.edu.au/id/eprint/3736
ePrint Statistics: View download statistics for this item

Repository staff only

View Item View Item

Search Google Scholar