Ahmed, Huson Joher Ali; Lee, Ten Lee; Shaikh, Junaid M. - In: International Journal of Managerial and Financial Accounting 3 (2011) 1, pp. 22-31
This study examines the pattern of asset allocation and the performance of unit trust in Malaysia over the post crisis period by using risk-adjusted performance measures and multi-factor model from the year 2000 to 2004. Evidence from the statistics suggests that an active asset allocation...