Year: 2004
Type: dissertation
Abstract: The 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.
Author: Theeralak Satjawathee
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W48987288