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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Bibliographic Details

Main Authors:	Low, Soo Wah, Ghazali, Noor Azlan
Format:	Article
Language:	en
Published:	Universiti Utara Malaysia 2005
Subjects:	HG Finance
Online Access:	https://repo.uum.edu.my/id/eprint/680/1/Low_Soo_Wah.pdf https://repo.uum.edu.my/id/eprint/680/ http://ijms.uum.edu.my
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