Global tactical asset allocation.
Using the new factor model, 5 indicators are regressed against world index to obtain leading factor. We allocated the funds in the equity sector into 4 regions. We derived the risk adjusted returns and allocated the equity funds based on a constructed scale and compared with the control portfolio.
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/9583 |
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| Institution: | Nanyang Technological University |