The impact of fund size on the risk adjusted performance of South African unit trust funds

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dc.contributor.advisorWormald, Michaelen_ZA
dc.contributor.advisorUliana, Enricoen_ZA
dc.contributor.authorHibbert, Warren Ten_ZA
dc.date.accessioned2014-07-31T12:14:30Z
dc.date.available2014-07-31T12:14:30Z
dc.date.issued2003en_ZA
dc.descriptionBibliography: leaves 93-95.
dc.description.abstractThe primary objective of this study is to investigate the relationship between the sizes of South African unit trust funds, as measured by the market value of assets under management, and their respective risk adjusted returns. The study also seeks to determine the degree to which an identifiable range of asset sizes exists within which the risk adjusted fund returns are maximised. The results of the regression and ranking analysis, performed on a sample of South African unit trust funds over a ten year period, revealed that no statistically significant evidence was found to suggest that a relationship exists between fund size and total or risk adjusted return.en_ZA
dc.identifier.apacitationHibbert, W. T. (2003). <i>The impact of fund size on the risk adjusted performance of South African unit trust funds</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,College of Accounting. Retrieved from http://hdl.handle.net/11427/5635en_ZA
dc.identifier.chicagocitationHibbert, Warren T. <i>"The impact of fund size on the risk adjusted performance of South African unit trust funds."</i> Thesis., University of Cape Town ,Faculty of Commerce ,College of Accounting, 2003. http://hdl.handle.net/11427/5635en_ZA
dc.identifier.citationHibbert, W. 2003. The impact of fund size on the risk adjusted performance of South African unit trust funds. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Hibbert, Warren T AB - The primary objective of this study is to investigate the relationship between the sizes of South African unit trust funds, as measured by the market value of assets under management, and their respective risk adjusted returns. The study also seeks to determine the degree to which an identifiable range of asset sizes exists within which the risk adjusted fund returns are maximised. The results of the regression and ranking analysis, performed on a sample of South African unit trust funds over a ten year period, revealed that no statistically significant evidence was found to suggest that a relationship exists between fund size and total or risk adjusted return. DA - 2003 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2003 T1 - The impact of fund size on the risk adjusted performance of South African unit trust funds TI - The impact of fund size on the risk adjusted performance of South African unit trust funds UR - http://hdl.handle.net/11427/5635 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/5635
dc.identifier.vancouvercitationHibbert WT. The impact of fund size on the risk adjusted performance of South African unit trust funds. [Thesis]. University of Cape Town ,Faculty of Commerce ,College of Accounting, 2003 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/5635en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentCollege of Accountingen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherAccountingen_ZA
dc.titleThe impact of fund size on the risk adjusted performance of South African unit trust fundsen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMBusScen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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