An investigation into performance persistence amongst South African general equity unit trusts funds - for the period 2000 to 2011
dc.contributor.advisor | West, Darron | en_ZA |
dc.contributor.author | Thomas, Shawn | en_ZA |
dc.date.accessioned | 2015-01-11T05:03:58Z | |
dc.date.available | 2015-01-11T05:03:58Z | |
dc.date.issued | 2012 | en_ZA |
dc.description | Includes abstract. | en_ZA |
dc.description | Includes bibliographical references. | en_ZA |
dc.description.abstract | This paper updates aspects of the original study done by Collinet in his 2001 UCT Masters Thesis “Characterising Persistence of Performance amongst South African General Equity Unit Trusts”, in which he tested performance persistence over the period 1980 to 1999. This updated study focuses on testing whether the performance of a unit trust fund in one period can be used to predict the performance of that unit trust fund in a subsequent period. The overall results of the updated study were comparable to the Collinet (2001) study, although in the Collinet study evidence of short-term performance persistence was found when holding periods of 6 months were tested. The results for the 1, 2 and 3 year holding periods tested were inconclusive and no evidence was found that performance persists over any of those holding periods... | en_ZA |
dc.identifier.apacitation | Thomas, S. (2012). <i>An investigation into performance persistence amongst South African general equity unit trusts funds - for the period 2000 to 2011</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax. Retrieved from http://hdl.handle.net/11427/12074 | en_ZA |
dc.identifier.chicagocitation | Thomas, Shawn. <i>"An investigation into performance persistence amongst South African general equity unit trusts funds - for the period 2000 to 2011."</i> Thesis., University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2012. http://hdl.handle.net/11427/12074 | en_ZA |
dc.identifier.citation | Thomas, S. 2012. An investigation into performance persistence amongst South African general equity unit trusts funds - for the period 2000 to 2011. University of Cape Town. | en_ZA |
dc.identifier.ris | TY - Thesis / Dissertation AU - Thomas, Shawn AB - This paper updates aspects of the original study done by Collinet in his 2001 UCT Masters Thesis “Characterising Persistence of Performance amongst South African General Equity Unit Trusts”, in which he tested performance persistence over the period 1980 to 1999. This updated study focuses on testing whether the performance of a unit trust fund in one period can be used to predict the performance of that unit trust fund in a subsequent period. The overall results of the updated study were comparable to the Collinet (2001) study, although in the Collinet study evidence of short-term performance persistence was found when holding periods of 6 months were tested. The results for the 1, 2 and 3 year holding periods tested were inconclusive and no evidence was found that performance persists over any of those holding periods... DA - 2012 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2012 T1 - An investigation into performance persistence amongst South African general equity unit trusts funds - for the period 2000 to 2011 TI - An investigation into performance persistence amongst South African general equity unit trusts funds - for the period 2000 to 2011 UR - http://hdl.handle.net/11427/12074 ER - | en_ZA |
dc.identifier.uri | http://hdl.handle.net/11427/12074 | |
dc.identifier.vancouvercitation | Thomas S. An investigation into performance persistence amongst South African general equity unit trusts funds - for the period 2000 to 2011. [Thesis]. University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2012 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/12074 | en_ZA |
dc.language.iso | eng | en_ZA |
dc.publisher.department | Department of Finance and Tax | en_ZA |
dc.publisher.faculty | Faculty of Commerce | en_ZA |
dc.publisher.institution | University of Cape Town | |
dc.subject.other | Financial Management | en_ZA |
dc.title | An investigation into performance persistence amongst South African general equity unit trusts funds - for the period 2000 to 2011 | en_ZA |
dc.type | Master Thesis | |
dc.type.qualificationlevel | Masters | |
dc.type.qualificationname | MCom | en_ZA |
uct.type.filetype | Text | |
uct.type.filetype | Image | |
uct.type.publication | Research | en_ZA |
uct.type.resource | Thesis | en_ZA |
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