Tactical Asset Allocation and Stock Issuance in the Korean Stock Market

2013 ◽  
Vol 49 (sup4) ◽  
pp. 93-103
Author(s):  
Chanyoung Eom ◽  
Hyoung-Goo Kang ◽  
Soo-Hyun Kim
Keyword(s):  
Stock Market ◽  
Asset Allocation ◽  
Tactical Asset Allocation ◽  
Korean Stock Market ◽  
Stock Issuance

scholarly journals Predicting Time-Lag Stock Return Using Tactical Asset Allocation Trading Strategies Across Global Stock Indices

2019 ◽  
Vol 11 (1) ◽  
pp. 115
Author(s):  
Fahim Afzal ◽  
Pan Haiying ◽  
Farman Afzal ◽  
Faisal Ghafoor Bhatti
Keyword(s):  
Stock Market ◽  
Asset Allocation ◽  
Stock Return ◽  
Moving Average ◽  
Time Lag ◽  
Trading Strategies ◽  
Timing Model ◽  
Tactical Asset Allocation ◽  
Stock Indices ◽  
Global Stock

This paper investigates the effectiveness of different tactical asset allocation trading strategies on global stock market indices in order to better forecast the returns. It has been revealed that timing model strategies are appeared to be the best performing one than the passive buy and hold strategy. Results show that the simulated moving average is the best strategy in order to generate buy and sell signals to minimize the investor’s risk and maximize the return of the portfolio. It has been recommended that investors who are looking to minimize the risk of their portfolio and decrease the drawdown can use the proposed timing model strategy to achieve a balanced portfolio in the future.

Revisiting the Profitability Premium in the Korean Stock Market

2020 ◽  
Vol 45 (2) ◽  
pp. 247-280
Author(s):  
Su Jeong Lee ◽  
Seunghwan Kim ◽  
Seunghee Yang
Keyword(s):  
Stock Market ◽  
Korean Stock Market ◽  
Profitability Premium
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