To construct Equity fund performances of South Korea for 2018 until 2023 using early performance measurement techniques namely Sharpe, Treynor and Jensen performance measures. It will give you the opportunity to develop your research and report writing as well as the opportunity to study, in depth, the implications of a specific issue related to fund performances.
The results of this study could help investors and fund managers to make informed decisions to improve portfolio performance. You can refer to securities commission website or Federation of Investment Managers Malaysia website for further information.
You are required to collect daily or weekly data for at least a minimum duration of five years or above from various sources namely DataStream or Bloomberg Terminal The report should have
