Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand

Autor:	Panyagometh, Kamphol
Jazyk:	angličtina
Rok vydání:	2017
Předmět:	investment strategy lcsh:HB71-74 lcsh:Economics as a science portfolio management Investment Strategy Portfolio Management Trading Strategy lcsh:Business trading strategy lcsh:HF5001-6182
Zdroj:	International Journal of Economics and Financial Issues, Vol 7, Iss 2, Pp 492-499 (2017) Volume: 7, Issue: 2 492-499 International Journal of Economics and Financial Issues
ISSN:	2146-4138
Popis:	This research tested the investment strategy of Reinganum, which used value factors, momentum factors and size factors in the Stock Exchange of Thailand (SET) from 2002-2016. The results showed that value and momentum factors were able to excellently provide above-the-market returns, whiles size factors produced the opposite outcome. In addition, the aforementioned research findings were expanded upon by implementing Reinganum’s investment strategy with Long Term Equity Fund (LTF).
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::3d7f1432ef20fbc3770cf84dc633ea86 https://dergipark.org.tr/tr/pub/ijefi/issue/32035/354516?publisher=http-www-cag-edu-tr-ilhan-ozturk Zobrazit plný text záznamu