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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2008
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| Online Access: | http://hdl.handle.net/10356/9583 |
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sg-ntu-dr.10356-95832023-05-19T05:45:01Z Global tactical asset allocation. Goh, Yan Yi. Tay, Aaron Wei Sheng. Loh, Elaine Yi Ting. Zhao, Yonggan Nanyang Business School DRNTU::Business::Finance::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. 2008-09-24T07:33:57Z 2008-09-24T07:33:57Z 2005 2005 Final Year Project (FYP) http://hdl.handle.net/10356/9583 Nanyang Technological University application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NTU Library |
| collection |
DR-NTU |
| topic |
DRNTU::Business::Finance::Asset allocation |
| spellingShingle |
DRNTU::Business::Finance::Asset allocation Goh, Yan Yi. Tay, Aaron Wei Sheng. Loh, Elaine Yi Ting. Global tactical asset allocation. |
| description |
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. |
| author2 |
Zhao, Yonggan |
| author_facet |
Zhao, Yonggan Goh, Yan Yi. Tay, Aaron Wei Sheng. Loh, Elaine Yi Ting. |
| format |
Final Year Project |
| author |
Goh, Yan Yi. Tay, Aaron Wei Sheng. Loh, Elaine Yi Ting. |
| author_sort |
Goh, Yan Yi. |
| title |
Global tactical asset allocation. |
| title_short |
Global tactical asset allocation. |
| title_full |
Global tactical asset allocation. |
| title_fullStr |
Global tactical asset allocation. |
| title_full_unstemmed |
Global tactical asset allocation. |
| title_sort |
global tactical asset allocation. |
| publishDate |
2008 |
| url |
http://hdl.handle.net/10356/9583 |
| _version_ |
1770564142620475392 |