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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