| Author | Pairoj Kittirochanasatien |
| Call Number | AIT RSPR no.SM-03-28 |
| Subject(s) | Mutual funds--Thailand
|
| Note | A research proposal submitted in partial fulfillment of the requirements for the degree of Master of Business Administration, School of management |
| Publisher | Asian Institute of Technology |
| Series Statement | Research studies project report ; no. SM-03-28 |
| Abstract | The report attempts to study the performance of mutual funds in Thailand over the
period of 2000-2002. Three types of fund characteristics are applied within the study
scope: fund types, investment objectives, and asset management companies. Data
used for the study is collected through the Securities Exchange Commission and the
Association of Investment Management Companies in Thailand.
The significant finding from the analysis finds that the flexible p01ifolio fund, a recent
innovation investment tool, has outperformed funds with other investment objectives.
The three year average Sharp Index score for the flexible p01ifolio fund is 0.44
compared to - 0.14 for pure equity funds. Nor surprisingly this type of fund has also
shown the highest growth rate in te1m of net asset value and the total number of funds
for the past three year period. The finding may suggest that fund managers may be
able to produce superior performance for their investors if the investment objectives
allow higher flexibility. |
| Year | 2003 |
| Corresponding Series Added Entry | Asian Institute of Technology. Research studies project report ; no. SM-03-28 |
| Type | Research Study Project Report (RSPR) |
| School | School of Management (SOM) |
| Department | Other Field of Studies (No Department) |
| Academic Program/FoS | Master of Business Administration (MBA) (Publication code=SM) |
| Chairperson(s) | Venkatesh, Sundar; |
| Examination Committee(s) | Tang, John C. S.;
Singha Chiamsiri, |
| Scholarship Donor(s) | The Royal Thai Government; |
| Degree | Research report (M.Sc.) - Asian Institute of Technology, 2003 |