[PDF][PDF] Performance of the value strategies in the Finnish stock markets
This paper examines the performance of various value strategies in the Finnish stock market
during the 1993-2008 period. The sample of stocks is divided into three portfolios based on …
during the 1993-2008 period. The sample of stocks is divided into three portfolios based on …
Enhancement of value portfolio performance using data envelopment analysis
Purpose–The purpose of this paper is to examine the applicability of data envelopment
analysis (DEA) as a basis of value portfolio selection criterion. Design/methodology …
analysis (DEA) as a basis of value portfolio selection criterion. Design/methodology …
[PDF][PDF] The impact of holding period length on value portfolio performance in the Finnish stock markets
This paper examines the impact of the holding period length on performance of various
value strategies in the Finnish stock market during the 1993-2008 period. The sample of …
value strategies in the Finnish stock market during the 1993-2008 period. The sample of …
[PDF][PDF] Construction of optimal portfolio on selected stocks of BSE using Sharpe's single index model
B Rout, J Panda - Srusti Management Review, 2020 - srustimanagementreview.ac.in
Portfolio construction is an important process of the investors for investment in the equity
market. A good combination of a portfolio will give a maximum return for a particular level of …
market. A good combination of a portfolio will give a maximum return for a particular level of …
Value investing in the Finnish stock market
T Olin - 2011 - aaltodoc.aalto.fi
OBJECTIVES OF THE STUDY The purpose of the thesis is to study a value investing method
(ie Magic Formula) in the Finnish market. The aim is to find out, if the stocks that are ranked …
(ie Magic Formula) in the Finnish market. The aim is to find out, if the stocks that are ranked …
Assessing stop-loss and re-entry strategies
J Klement - Available at SSRN 2277722, 2013 - papers.ssrn.com
Stop-loss strategies are used by many practitioners to limit excessive losses on existing
investments. In practice, however, the value of stop-losses can only be assessed when re …
investments. In practice, however, the value of stop-losses can only be assessed when re …
Another Look at the Relationship between Portfolio Returns and Market Multiples
M Akhbari, MF Ainina, JE Larsen - Business and Economics Research …, 2020 - ceeol.com
Equity investors are always interested in identifying profitable trading strategies. The price-to-
earnings ratio (P/E) and price-to-sales ratio (P/S) are two simple metrics that researchers …
earnings ratio (P/E) and price-to-sales ratio (P/S) are two simple metrics that researchers …
[BOOK][B] The Essential P/E: Understanding the Stockmarket Through the Price Earnings Ratio
K Anderson - 2012 - books.google.com
The price-earnings ratio, or P/E, is the most commonly quoted investment statistic, but have
you ever considered what it actually means? For most people it's a shorthand way of …
you ever considered what it actually means? For most people it's a shorthand way of …
[HTML][HTML] Modelling Extreme Tail Risk of Bitcoin Returns Using the Generalised Pareto Distribution
P Mushori, D Chikobvu - 2024 - intechopen.com
This paper analyses the extreme tail behaviour of Bitcoin returns by fitting a Generalised
Pareto Distribution (GPD). The GPD is used to model the extreme daily Bitcoin returns over …
Pareto Distribution (GPD). The GPD is used to model the extreme daily Bitcoin returns over …
When Growth Beats Value: Applying Momentum Filters to Growth and Value Portfolios
A Clare, J Seaton, PN Smith… - The Journal of …, 2019 - joi.pm-research.com
This article investigates the relationship among Value, Growth, and two forms of Momentum
across a wide range of developed and emerging international equity markets using MSCI …
across a wide range of developed and emerging international equity markets using MSCI …