Do fundamental indexes produce higher risk-adjusted returns than market cap indexes? Evidence for European stock markets
Year of publication: |
2010
|
---|---|
Authors: | Stotz, Olaf ; Wanzenried, Gabrielle ; Döhnert, Karsten |
Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 24.2010, 3, p. 219-243
|
Publisher: |
Springer |
Subject: | Fundamental weighted indexes | Risk analysis | Fama and French model | Portfolio management | Structure | Dynamic analysis | Panel data |
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