The Performance of Malaysian Conventional and Islamic Unit Trust: Market Timing and Persistence
Khor, Soh Chiew (2010) The Performance of Malaysian Conventional and Islamic Unit Trust: Market Timing and Persistence. [Dissertation (University of Nottingham only)] (Unpublished)
This research concludes that the respective performances evaluation of conventional and Islamic unit trust in Malaysia for the period of February 1995- July 2009 in four parts: (1) risk-adjusted return of unit trust (2) market timing abilities (3) selection performance and (4) persistence. Both Jensen‟s measure and Treynor-Mazuy regression analysis provide reasonable evidence to support the findings of the unit trust performances.
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