Showing 1 - 9 results of 9 for search 'jensen’s alpha', query time: 0.05s Refine Results
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    Contrasting the Performance of Active and Passive Unit Trusts under Normal Market Conditions: Is the Experience of Emerging Markets Different? by Thabo J. Gopane, Mukundi Ravhura

    Published 2024-05-01
    “…The study applies the parametric and non-parametric risk-adjusted models of the Jensen alpha and Sharpe index. The empirical analysis is based on the weekly returns of 16 unit trusts listed on South Africa’s Johannesburg Stock Exchange for ten years (between 2009 and 2019). …”
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  9. 9

    Selection ability and market timing skills of mutual fund and unit trust managers in a developing economy: evidence from Ghana by Richard Danquah, Baorong Yu

    Published 2023-10-01
    “…The authors apply the unconditional versions of the Jensen alpha, Fama-French three-factor, and Carhart four-factor models to determine the selection ability and market timing skills of 32 mutual funds and 17 unit trusts. …”
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