An Investigation of the risk-adjusted performance of Canadian REIT mutual funds and the market timing skills of fund managers

An Investigation of the risk-adjusted performance of Canadian REIT mutual funds and the market timing skills of fund managers

I investigate the performance of Canadian REIT mutual funds over the period March 24, 2006 through March 5, 2012, focusing on their timing skills. Firstly, using standard, conditional and modified Value at Risk measures, I investigate the risk-adjusted-performance of the universe of 18 Canadian REIT...

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Bibliographic Details
Main Author: Huang, Feiyu
Format: Others
Published: 2012
Online Access:http://spectrum.library.concordia.ca/974714/8/Huang_feiyu_MSc_F2012.pdf
Huang, Feiyu <http://spectrum.library.concordia.ca/view/creators/Huang=3AFeiyu=3A=3A.html> (2012) An Investigation of the risk-adjusted performance of Canadian REIT mutual funds and the market timing skills of fund managers. Masters thesis, Concordia University.

Internet

http://spectrum.library.concordia.ca/974714/8/Huang_feiyu_MSc_F2012.pdf
Huang, Feiyu <http://spectrum.library.concordia.ca/view/creators/Huang=3AFeiyu=3A=3A.html> (2012) An Investigation of the risk-adjusted performance of Canadian REIT mutual funds and the market timing skills of fund managers. Masters thesis, Concordia University.

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