Emerging markets portfolio.
This paper aims to evaluate the performance of an 'Emerging Markets Portfolio', constructed with an active strategy. The results of this study indicated that the simulated portfolio outperformed three benchmarks in terms of the Sharpe Model Index over the period 1 January 1993 to 31 Decemb...
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2008
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| Online Access: | http://hdl.handle.net/10356/9510 |
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sg-ntu-dr.10356-95102023-05-19T05:41:41Z Emerging markets portfolio. Hee, Alex Guo Quan. Soh, Pei Song. Yeoh, Gillian Hui Leen. Zhao, Yonggan Nanyang Business School DRNTU::Business::Finance::Portfolio management This paper aims to evaluate the performance of an 'Emerging Markets Portfolio', constructed with an active strategy. The results of this study indicated that the simulated portfolio outperformed three benchmarks in terms of the Sharpe Model Index over the period 1 January 1993 to 31 December 2002. 2008-09-24T07:33:10Z 2008-09-24T07:33:10Z 2004 2004 Final Year Project (FYP) http://hdl.handle.net/10356/9510 Nanyang Technological University application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NTU Library |
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DR-NTU |
| topic |
DRNTU::Business::Finance::Portfolio management |
| spellingShingle |
DRNTU::Business::Finance::Portfolio management Hee, Alex Guo Quan. Soh, Pei Song. Yeoh, Gillian Hui Leen. Emerging markets portfolio. |
| description |
This paper aims to evaluate the performance of an 'Emerging Markets Portfolio', constructed with an active strategy. The results of this study indicated that the simulated portfolio outperformed three benchmarks in terms of the Sharpe Model Index over the period 1 January 1993 to 31 December 2002. |
| author2 |
Zhao, Yonggan |
| author_facet |
Zhao, Yonggan Hee, Alex Guo Quan. Soh, Pei Song. Yeoh, Gillian Hui Leen. |
| format |
Final Year Project |
| author |
Hee, Alex Guo Quan. Soh, Pei Song. Yeoh, Gillian Hui Leen. |
| author_sort |
Hee, Alex Guo Quan. |
| title |
Emerging markets portfolio. |
| title_short |
Emerging markets portfolio. |
| title_full |
Emerging markets portfolio. |
| title_fullStr |
Emerging markets portfolio. |
| title_full_unstemmed |
Emerging markets portfolio. |
| title_sort |
emerging markets portfolio. |
| publishDate |
2008 |
| url |
http://hdl.handle.net/10356/9510 |
| _version_ |
1770565892061528064 |