Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/9583
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dc.contributor.authorGoh, Yan Yi.en_US
dc.contributor.authorTay, Aaron Wei Sheng.en_US
dc.contributor.authorLoh, Elaine Yi Ting.en_US
dc.date.accessioned2008-09-24T07:33:57Z-
dc.date.available2008-09-24T07:33:57Z-
dc.date.copyright2005en_US
dc.date.issued2005-
dc.identifier.urihttp://hdl.handle.net/10356/9583-
dc.description.abstractUsing 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.en_US
dc.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Business::Finance::Asset allocation-
dc.titleGlobal tactical asset allocation.en_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.supervisorZhao, Yongganen_US
dc.contributor.schoolNanyang Business Schoolen_US
item.grantfulltextrestricted-
item.fulltextWith Fulltext-
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)
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