Assessing a quantitative approach to tactical asset allocation
The purpose of this paper is to determine whether the adoption of a simple trend-following quantitative method improves the risk-adjusted returns across various asset classes within a South African market setting. A simple moving average timing model is tested since 1925 on the South African equity...
| Main Author: | |
|---|---|
| Other Authors: | |
| Published: |
2013
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/2263/27023 Royston, GA 2011, Assessing a quantitative approach to tactical asset allocation, MBA dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/27023 > http://upetd.up.ac.za/thesis/available/etd-08042012-191113/ |