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ExantePaper & case Study White paper Target strategy
The floor of the New York Stock Exchange is nearly deserted well after the closing bell rang bringing an end to a losing day in the markets, Tuesday, May 30, 2006. Higher oil prices and sliding consumer confidence sent stocks plunging as a weak sales report from Wal-Mart Stores Inc. raised concerns about retail spending. (AP Photo/Henny Ray Abrams)

White 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.

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