Bibliography: leaves 93-95. / 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.
| Identifer | oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uct/oai:localhost:11427/5635 |
| Date | January 2003 |
| Creators | Hibbert, Warren T |
| Contributors | Wormald, Michael, Uliana, Enrico |
| Publisher | University of Cape Town, Faculty of Commerce, College of Accounting |
| Source Sets | South African National ETD Portal |
| Language | English |
| Detected Language | English |
| Type | Master Thesis, Masters, MBusSc |
| Format | application/pdf |
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