An evaluation of the market-timing and security-selection performance of mutual funds: The case of Malaysia
In this article, we examine market-timing and security-selection performance of a sample of Malaysian mutual funds. We used Jensen’s (1968; 1969) model to test for the overall fund performance and employed the model developed by Merton (1981) and Henriksson and Merton (1981) to highlight the separat...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Utara Malaysia
2005
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| Subjects: | |
| Online Access: | http://repo.uum.edu.my/680/1/Low_Soo_Wah.pdf http://repo.uum.edu.my/680/ http://ijms.uum.edu.my |
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