Sector rotation with macroeconomic factors
J Chong, GM Phillips - The Journal of Wealth Management, 2015 - search.proquest.com
Implementing sector rotation strategies with a set of low-frequency economic measures, the
authors construct long-only sector exchange traded fund (ETF) portfolios that respond …
authors construct long-only sector exchange traded fund (ETF) portfolios that respond …
A Performance Evaluation on Equal Sector Strategy
R Lu - 2018 - summit.sfu.ca
In this paper, we extended the works done by Conconi, Demidow, Klein and Niu (2013),
which examined the equal sector strategy. It was claimed that allocating assets equally into …
which examined the equal sector strategy. It was claimed that allocating assets equally into …
PERFORMANCE ANALYSIS FOR THE TWO-MINUTE PORTFOLIO IN BOTH CANADIAN AND US STOCK MARKET
X Gu, X Wang - 2013 - summit.sfu.ca
The “Two-Minute Portfolio” was first introduced by Rob Carrick in 1999 for the Globe and
Mail's Finance Section. By using his strategy with equal weighting in each market sector …
Mail's Finance Section. By using his strategy with equal weighting in each market sector …