The performance evaluation of sovereign wealth funds in different countries from 2006 to 2011

Merdhah, Eilaf

dc.contributor.advisor	Boabang, Francis
dc.creator	Merdhah, Eilaf
dc.date.accessioned	2013-01-17T16:09:49Z
dc.date.available	2013-01-17T16:09:49Z
dc.date.issued	2012
dc.identifier.uri	http://library2.smu.ca/xmlui/handle/01/24817
dc.description	1 online resource ( iv, 46 leaves)
dc.description	Includes abstract and appendices.
dc.description	Includes bibliographical references (leaves 26-28).
dc.description.abstract	The purpose of this study is to provide a comprehensive empirical analysis of the performance of SWFs in several countries, explain why they are different, and compare three measures of performance evaluation. The three basic models are Treynor Index, Sharp Index, and Jensen Index. 19 funds are selected compared to the market performance. The period under this study was from 2006 to 2011. The evidence obtained from the analysis of this study suggests that part of the funds outperformed the market significantly.	en_CA
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dc.description.provenance	Made available in DSpace on 2013-01-17T16:09:49Z (GMT). No. of bitstreams: 1 merdhah_eilaf_mrp_2013.pdf: 675501 bytes, checksum: 5510c0ac13f697aa0e4190089340bb9c (MD5)	en
dc.language.iso	en	en_CA
dc.publisher	Halifax, N.S. : Saint Mary's University
dc.title	The performance evaluation of sovereign wealth funds in different countries from 2006 to 2011	en_CA
dc.type	Text	en_CA
thesis.degree.name	Master of Finance
thesis.degree.level	Masters
thesis.degree.discipline	Finance, Information Systems, & Management Science
thesis.degree.grantor	Saint Mary's University (Halifax, N.S.)