Extension of sharpe's asset class factor model : using ETFs to replicate returns of U.S. balanced mutual funds.

• Main Authors: Choo, Kent Hongming., Ong, Yong Roy., Li, Danwei.
• Other Authors: Charlie Charoenwong
• Format: Final Year Project
• Language: English
• Published: 2011
• Subjects: DRNTU::Business::Finance::Portfolio management
• Online Access: http://hdl.handle.net/10356/43640
• Institution: Nanyang Technological University

Investors are becoming more financially sophisticated and they have poor perception of active fund management. We believe they would increasingly seek to manage their own portfolios. This is made easier with enhanced access to online brokerages and simple software like Microsoft Excel. Sharpe‟s Asse...