ExantePaper & case Study Paper Target strategy

Paper Target strategy

A practical application to ETFs and ETCs

In this study we propose a new absolute return strategy based on a quantitative methodology which exploit a risk-adjusted performance indicator, Diaman Ratio, and the logic of Konno and Yamazaki model in order to offer, at the risk-averse investor a tool that allows to get a target return in a defined time period whichever wil be the beginning of the investment horizon. An application to ETFs and ETCs will be analysed.