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Characterising persistence of performance amongst South African general equity unit trusts
Bibliography: leaves 104-112.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
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School of Management Studies
2014
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| _version_ | 1867613221059297280 |
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| access_status_str | Open Access |
| author | Collinet, Lance |
| author2 | Firer, Colin |
| author_browse | Collinet, Lance Firer, Colin |
| author_facet | Firer, Colin Collinet, Lance |
| author_sort | Collinet, Lance |
| collection | Thesis |
| description | Bibliography: leaves 104-112. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/10290 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:32:41.376Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | School of Management Studies |
| publisherStr | School of Management Studies |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/10290 Characterising persistence of performance amongst South African general equity unit trusts Collinet, Lance Firer, Colin Bibliography: leaves 104-112. This study analyses the relative performance of general equity unit trusts from 1980 to 1999, using a database that has been verified for accuracy and is free of survivorship bias. It characterises the behaviour of performance persistence in order to explain the conflicting results of previous persistence studies and to provide a framework for further research into the causes of persistence. This research shows that the relationship between past and future performance rankings is positive, but weak. The results of persistence studies are highly sensitive to the length of the holding period used to evaluate performance and to the time period covered in the analysis. As the holding period lengthens, the persistence studies are highly sensitive to the length of the holding period used to evaluate performance and to the time period covered in the analysis. As the holding period lengthens, the persistence results become more sensitive to the beginning date and ending date of the period under examination. 2014-12-27T19:47:11Z 2014-12-27T19:47:11Z 2001 Master Thesis Masters MBusSc http://hdl.handle.net/11427/10290 eng application/pdf School of Management Studies Faculty of Commerce University of Cape Town |
| spellingShingle | Collinet, Lance Characterising persistence of performance amongst South African general equity unit trusts |
| thesis_degree_str | Master's |
| title | Characterising persistence of performance amongst South African general equity unit trusts |
| title_full | Characterising persistence of performance amongst South African general equity unit trusts |
| title_fullStr | Characterising persistence of performance amongst South African general equity unit trusts |
| title_full_unstemmed | Characterising persistence of performance amongst South African general equity unit trusts |
| title_short | Characterising persistence of performance amongst South African general equity unit trusts |
| title_sort | characterising persistence of performance amongst south african general equity unit trusts |
| url | http://hdl.handle.net/11427/10290 |
| work_keys_str_mv | AT collinetlance characterisingpersistenceofperformanceamongstsouthafricangeneralequityunittrusts |