An investigation of the Talmud asset allocation model (TAAM) in United Kingdom based asset management practice. A case study from 2000-2020
WORDCOUNT: 15000 WORDS.
The maximum word limit is 15000. This limit excludes words in the title page, contents page, acknowledgements, abstract, tables, references list, bibliography and appendices. Please note that although content in the appendices is not included in the word count, appendices are part of the work and must be referred to in the body of the work. Appendices should not be excessive in length and should only be included if they are directly relevant to the work. Please also note that tables must not be used to include additional text, they must only be used to present summary data/information.
AIM(S)( WRITE MORE PRECISELY)
To establish the Talmud Asset Allocation Model (TAAM) as a viable option in the allocation of investible funds across asset classes.
To explore the efficacy of the model as an efficient and viable passive investment allocation model.
To examine if the TAAM can be applied as a mainstream model for asset allocation and fund management practice in the United Kingdom.
OBJECTIVES( STATE MORE PRECISELY)
To study, research and review relevant previously published literature relating to the application and performance of TAAM/equal weighted portfolio models.
To collect financial data relating to the performance of the FTSE 100 index, REIT ETFs and Treasury/Gilt Securities from 2000-2020.
To investigate the risk/return performance of TAAM model portfolios when equally allocated to equities, treasury/gilt securities and alternative asset classes such as real estate over a long term period.
To critically evaluate the long term risk-return performance of a TAA modelled portfolio from 2000-2020 compared to performance of portfolios based on mainstream allocation models.
To critically assess the strengths and weaknesses of the TAAM model portfolios and its counterparts models under different economic phases/cycles of booms and recessions during the period under study.
To arrive at conclusions concerning the application of the TAA model as an appropriate asset allocation practice in the fund/asset management industry of the United Kingdom
The research will be wholly quantitative and exploratory in nature.
The dissertation will apply quantitative research methodology involving secondary data collection weekly/monthly prices) about asset classes. Data is sourced from financial information service providers such as DataStream, academic and industry journals([login to view URL] etc) articles and other relevant sources. At least 95% of references must be be from academic and industry peer reviewed research work( see [login to view URL], Journal of Banking and Finance etc)
To fully investigate, numerical analysis will be conducted to determine the risk weighted return performance and other performance metrics of a TAA modelled portfolio as compared to portfolios based on other mainstream asset allocation models.
The period of study will be from January 2000- July/August 2020.
The focus of this research is the UK financial markets
The expert writer consultant will develop the model or equation to be tested. Null and Alternative hypothesis needs to be clearly identified. .All work is expected to be plagiarism free, original and of the highest professional standard.
A top quality turnitin plagiarism report is expected to accompany the project. The work is free from any plagiarism.
Project Rubic will be provided.
All calculations are to be performed on SPSS software and Excel software and all files will accompany the final project as proof of work
Other information and material will be provide as appropriate.
project questionnaire also required
12 pekerja bebas membida secara purata $334 untuk pekerjaan ini
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