The performance of tilting strategies for the Toronto stock exchange 300 composite index
This research explores the performance of tilting strategies for the Toronto Stock Exchange 300 Composite Index during the period from February 1982 to December 1996. The emphasis is to create a rebalanced or tilted portfolio that has a significantly higher reward-to-risk ratio than the Toronto Stoc...
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| Format: | Others |
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2000
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| Online Access: | http://spectrum.library.concordia.ca/1165/1/MQ54306.pdf Murray, John Garrett <http://spectrum.library.concordia.ca/view/creators/Murray=3AJohn_Garrett=3A=3A.html> (2000) The performance of tilting strategies for the Toronto stock exchange 300 composite index. Masters thesis, Concordia University. |
Internet
http://spectrum.library.concordia.ca/1165/1/MQ54306.pdfMurray, John Garrett <http://spectrum.library.concordia.ca/view/creators/Murray=3AJohn_Garrett=3A=3A.html> (2000) The performance of tilting strategies for the Toronto stock exchange 300 composite index. Masters thesis, Concordia University.