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

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 fac...

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Main Author:	Kamphol Panyagometh
Format:	Article
Language:	English
Published:	EconJournals 2017-06-01
Series:	International Journal of Economics and Financial Issues
Subjects:	investment strategy portfolio management trading strategy
Online Access:	https://dergipark.org.tr/tr/pub/ijefi/issue/32035/354516?publisher=http-www-cag-edu-tr-ilhan-ozturk

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spelling	doaj-d129302af3334db0ab95858e1bff64fa2020-11-25T02:31:47ZengEconJournalsInternational Journal of Economics and Financial Issues2146-41382017-06-01724924991032Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of ThailandKamphol PanyagomethThis 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).https://dergipark.org.tr/tr/pub/ijefi/issue/32035/354516?publisher=http-www-cag-edu-tr-ilhan-ozturkinvestment strategy portfolio management trading strategy
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Kamphol Panyagometh
spellingShingle	Kamphol Panyagometh Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand International Journal of Economics and Financial Issues investment strategy portfolio management trading strategy
author_facet	Kamphol Panyagometh
author_sort	Kamphol Panyagometh
title	Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand
title_short	Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand
title_full	Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand
title_fullStr	Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand
title_full_unstemmed	Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand
title_sort	implementation of reinganum’s investment strategy in long term equity fund in the stock exchange of thailand
publisher	EconJournals
series	International Journal of Economics and Financial Issues
issn	2146-4138
publishDate	2017-06-01
description	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).
topic	investment strategy portfolio management trading strategy
url	https://dergipark.org.tr/tr/pub/ijefi/issue/32035/354516?publisher=http-www-cag-edu-tr-ilhan-ozturk
work_keys_str_mv	AT kampholpanyagometh implementationofreinganumsinvestmentstrategyinlongtermequityfundinthestockexchangeofthailand
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Implementation of Reinganum’s Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand

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