Performance of Asian Mutual Funds
Gamini Premaratne and Jones Odei Mensah, Faculty of Business Economics and Policy Studies, Universiti Brunei Darussalam, Jalan Tungku Link, Gadong, BE 1410, Brunei Darussalam, gamini.premaratne@ubd.edu.bn; 11h8153@ubd.edu.bn
Abstract
This chapter studies the performance of Asian mutual funds in Singapore, Malaysia, Hong Kong, and the Philippines using absolute and relative performance metrics in comparison with benchmark indices over time and also during calm and crises periods. The chapter further explores the factors that explain their performance. In the full sample analysis, we find that Asian funds generally under perform their benchmarks and adjusting for risk factors even makes their performance ...
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