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

Year 2017, Volume: 7 Issue: 2, 492 - 499, 01.06.2017

Kamphol Panyagometh

Abstract

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).

Keywords

Investment Strategy Portfolio Management Trading Strategy

Year 2017, Volume: 7 Issue: 2, 492 - 499, 01.06.2017

Kamphol Panyagometh

Abstract

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Other ID JA43PN62JU
Authors

Kamphol Panyagometh This is me

Publication Date June 1, 2017
Published in Issue Year 2017 Volume: 7 Issue: 2

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APA Panyagometh, K. (2017). Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand. International Journal of Economics and Financial Issues, 7(2), 492-499.
AMA Panyagometh K. Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand. IJEFI. June 2017;7(2):492-499.
Chicago Panyagometh, Kamphol. “Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand”. International Journal of Economics and Financial Issues 7, no. 2 (June 2017): 492-99.
EndNote Panyagometh K (June 1, 2017) Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand. International Journal of Economics and Financial Issues 7 2 492–499.
IEEE K. Panyagometh, “Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand”, IJEFI, vol. 7, no. 2, pp. 492–499, 2017.
ISNAD Panyagometh, Kamphol. “Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand”. International Journal of Economics and Financial Issues 7/2 (June2017), 492-499.
JAMA Panyagometh K. Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand. IJEFI. 2017;7:492–499.
MLA Panyagometh, Kamphol. “Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand”. International Journal of Economics and Financial Issues, vol. 7, no. 2, 2017, pp. 492-9.
Vancouver Panyagometh K. Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand. IJEFI. 2017;7(2):492-9.