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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

https://izlik.org/JA92HR33WZ

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

https://izlik.org/JA92HR33WZ

Abstract

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Details

Other ID JA43PN62JU
Authors

Kamphol Panyagometh This is me

Publication Date June 1, 2017
IZ https://izlik.org/JA92HR33WZ
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. https://izlik.org/JA92HR33WZ
AMA 1.Panyagometh K. Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand. IJEFI. 2017;7(2):492-499. https://izlik.org/JA92HR33WZ
Chicago Panyagometh, Kamphol. 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): 492-99. https://izlik.org/JA92HR33WZ.
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 [1]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, June 2017, [Online]. Available: https://izlik.org/JA92HR33WZ
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 (June 1, 2017): 492-499. https://izlik.org/JA92HR33WZ.
JAMA 1.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, June 2017, pp. 492-9, https://izlik.org/JA92HR33WZ.
Vancouver 1.Kamphol Panyagometh. Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand. IJEFI [Internet]. 2017 Jun. 1;7(2):492-9. Available from: https://izlik.org/JA92HR33WZ