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

Yıl 2017, Cilt: 7 Sayı: 2, 492 - 499, 01.06.2017

Kamphol Panyagometh

Öz

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).

Anahtar Kelimeler

Investment Strategy Portfolio Management Trading Strategy

Yıl 2017, Cilt: 7 Sayı: 2, 492 - 499, 01.06.2017

Kamphol Panyagometh

Öz

Toplam 0 adet kaynakça vardır.

Ayrıntılar

Diğer ID JA43PN62JU
Yazarlar

Kamphol Panyagometh Bu kişi benim

Yayımlanma Tarihi 1 Haziran 2017
Yayımlandığı Sayı Yıl 2017 Cilt: 7 Sayı: 2

Kaynak Göster

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. Haziran 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, sy. 2 (Haziran 2017): 492-99.
EndNote Panyagometh K (01 Haziran 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, c. 7, sy. 2, ss. 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 (Haziran2017), 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, c. 7, sy. 2, 2017, ss. 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.