Rastogi, Vivek Raj; Vishvakarma, Niraj Kumar; Dhar, Joydip - In: International Journal of Economics and Business Research 4 (2012) 4, pp. 393-411
Corporation Limited Mutual Fund Index and INR-Dollar Exchange Rates Index. This approach is then examined in a tactical asset … allocation framework where the empirical results are equity-like returns with volatility, Sharpe ratio and drawdown. In this …