Search Results - subject:"Unit trusts"

A COMPARISON OF VALUE- AND TIME-WEIGHTED UNIT

Gerber, Eugene - 2011

60South African unit trusts from the second quarter of 1998 to the second quarter of2005. The actual returns were …

Persistent link: https://www.econbiz.de/10009447536

Kollenberg, Paul Leon - 2011

This research report investigates the Property Unit Trust (PUT) sector to assess if there are risk-sharing benefits to be obtained in building up a property portfolio. The report demonstrates that property trusts with diversified acquisition strategies achieve better risk sharing characteristics...

Persistent link: https://www.econbiz.de/10009447694

Improved inference in the evaluation of mutual fund performance using panel bootstrap methods

Blake, David; Caulfield, Tristan; Ioannidis, Christos; … - 2014

Persistent link: https://www.econbiz.de/10010362860

New evidence on mutual fund performance : a comparison of alternative bootstrap methods

Blake, David; Caulfield, Tristan; Ioannidis, Christos; … - 2014

Persistent link: https://www.econbiz.de/10010362861

Changes in the Structure of the Mutual Funds Market in the Period of 1991-2011 Years

Trzebinski, Artur Arkadiusz - In: Acta Universitatis Nicolai Copernici, Ekonomia 44 (2013) 2, pp. 261-276

Investment funds for several years, are important assets in the portfolios of individual and institutional investors. Due to increasingly stringent regulations are competitive in comparison to other asset classes. The purpose of this article is to present the changes in the structure of the...

Persistent link: https://www.econbiz.de/10010754240

Survivorship bias and comparability of UK open-ended fund databases

Hanke, Bernd; Keswani, Aneel; Quigley, Garrett; … - In: Economics letters 172 (2018), pp. 110-114

Persistent link: https://www.econbiz.de/10012022080

Performance evaluation of equity unit trusts in South Africa

Thobejane, Bonolo Maggie; Simo-Kengne, Beatrice D.; … - In: Managerial Finance 43 (2017) 3, pp. 379-402

Purpose The purpose of this paper is to evaluate the performance of 191 equity unit trusts in an emerging market, South …-parametric rank correlation test are used to test whether the performance generated by unit trusts does persist. Design … market timing ability was found. Moreover, most of the unit trusts are reported to have insignificant coefficients. When …

Persistent link: https://www.econbiz.de/10014941134

New evidence on mutual fund performance : a comparison of alternative bootstrap methods

Blake, David; Caulfield, Tristan; Ioannidis, Christos; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 3, pp. 1279-1299

Persistent link: https://www.econbiz.de/10011743963

Performance evaluation of equity unit trusts in South Africa

Thobejane, Bonolo Maggie; Simo-Kengne, Beatrice D.; … - In: Managerial finance 43 (2017) 3, pp. 379-402

Persistent link: https://www.econbiz.de/10011691447

Comparative performance of

Mmolawa, Obakeng Noah - 2011

Exchange traded funds have generated a great deal of interest in marketswhere they have been introduced including in the South African investmentmarket. In South Africa exchange traded funds are still relatively new and therange available is fairly narrow, however their popularity is growing at...

Persistent link: https://www.econbiz.de/10009447590