Components of risk for investment trusts
This thesis examines various aspects of risk for UK investment trusts from the shareholders' viewpoint. For conventional trusts, a model is developed which splits the variance of returns to shareholders into three components - variance of net asset value (NAV) returns, variance of discount retu...
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University of Edinburgh
2000
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.640196 |