Global tactical asset allocation.

• Main Authors: Goh, Yan Yi., Tay, Aaron Wei Sheng., Loh, Elaine Yi Ting.
• Other Authors: Zhao, Yonggan
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Asset allocation
• Online Access: http://hdl.handle.net/10356/9583
• Institution: Nanyang Technological University

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.