Victoria University of Technology
The performance of equity funds in Thailand, 1992-2000
Abstract
dc:description.abstractThe 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.
Degree
thesis:*- Name dc:type.qualificationname
- other
- Level dc:type.qualificationlevel
- other
- Grantor dc:publisher.institution
- Victoria University of Technology
- Year dc:date.issued
- 2004
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Satjawathee, Theeralak
Subjects
dc:subject × 2Rights
- Language dc:language
- en