Development of a minimum risk equity fund in the Philippines

• Main Author: Garcia, Nico Miguel N.
• Format: text
• Language: English
• Published: Animo Repository 2019
• Subjects: Stocks—Philippines; Portfolio management; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_masteral/6382; https://animorepository.dlsu.edu.ph/context/etd_masteral/article/13439/viewcontent/Development_of_a_Minimum_Risk_Equity_Fund2.pdf
• Institution: De La Salle University

There exist only limited financial products for the more risk-averse investors in the Philippines. This study developed the financial product, the Hurst-based Minimum Volatility Equity Fund (aka Min Vol Equity Fund), or the Minimum Risk Equity Fund, to give access to individuals or entities who wish...