Global tactical asset allocation.
Goh, Yan Yi.
Tay, Aaron Wei Sheng.
Loh, Elaine Yi Ting.
Date of Issue2005
College of Business (Nanyang Business School)
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.
Final Year Project (FYP)
Nanyang Technological University