Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/9583
Title: Global tactical asset allocation.
Authors: Goh, Yan Yi.
Tay, Aaron Wei Sheng.
Loh, Elaine Yi Ting.
Keywords: DRNTU::Business::Finance::Asset allocation
Issue Date: 2005
Abstract: 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.
URI: http://hdl.handle.net/10356/9583
Schools: Nanyang Business School 
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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