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
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 |
| URI | https://vuir.vu.edu.au/id/eprint/3736 |
| Subjects | Historical > Faculty/School/Research Centre/Department > School of Economics and Finance Historical > FOR Classification > 1502 Banking, Finance and Investment Historical > SEO Classification > 9104 Management and Productivity |
| Keywords | ResPubID15439, fund performance analysis, performance persistency investigation, prediction of future performance, investments decisions, investment advice, investors, fund managers, past performance status |
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