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Value Stocks beat Growth Stocks.

Based on a 'free of survivorship-bias' sample of German stocks listed at the Frankfurt stock exchange, the study investigates the ability of hedge portfolio formation structures, built of three value premium proxies (P/B, P/E, and DY), the size factor, and the technical momentum factor, to...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Schießl, Christian
Format: Electronic eBook
Language:Inglés
Published: Hamburg : Diplomica Verlag, 2014.
Subjects:
Online Access:Texto completo