An investigation into performance persistence amongst South African general equity unit trusts funds - for the period 2000 to 2011

dc.contributor.advisorWest, Darronen_ZA
dc.contributor.authorThomas, Shawnen_ZA
dc.date.accessioned2015-01-11T05:03:58Z
dc.date.available2015-01-11T05:03:58Z
dc.date.issued2012en_ZA
dc.descriptionIncludes abstract.en_ZA
dc.descriptionIncludes bibliographical references.en_ZA
dc.description.abstractThis 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.apacitationThomas, 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/11427/12074en_ZA
dc.identifier.chicagocitationThomas, 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/11427/12074en_ZA
dc.identifier.citationThomas, 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.urihttp://hdl.handle.net/11427/12074
dc.identifier.vancouvercitationThomas 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/11427/12074en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Finance and Taxen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherFinancial Managementen_ZA
dc.titleAn investigation into performance persistence amongst South African general equity unit trusts funds - for the period 2000 to 2011en_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMComen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
Files
Original bundle
Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
thesis_com_2012_thomas_t.pdf
Size:
610.78 KB
Format:
Adobe Portable Document Format
Description:
Collections