W rite a report to explain the investment strategy that you intend to follow for managing the
Question:
W rite a report to explain the investment strategy that you intend to follow for managing the $200 million funds to be brought in by the client. Your report will be structured as follows: Executive Summary, Introduction/Motivation, Literature Review, Investment Plan ,Significant Benefits of Plan, Conclusion .
Major features of the report:
you will structure the report around an anchor paper, which is Fama, E & French, K 2015, 'A five-factor asset pricing model' . This paper will be a key paper that underpins your strategy, Ideally, this will be a path-breaking academic paper that is extensively used in practice.
In addition to the key paper, you will include at least five other significant papers, which are
Ang, A., & Kristensen, D. (2012). Testing conditional factor models, Barberis,
N., Shleifer, A., & Vishny, R. (1998). A model of investor sentiment,
Daniel, K., Hirshleifer, D., & Subrahmanyam, A. (1998). Investor psychology and security market under- and overreactions,
Bansal, R., & Yaron, A. (2004). Risks for the long run: A potential resolution of asset pricing puzzles
Frazzini, A., Kabiller, D., & Pedersen, L. H. (2019). Betting against correlation: Testing theories of the low-risk effect.