Does fundamental indexation lead to better risk-adjusted returns? : new evidence from Australian securities exchange
Year of publication: |
2014
|
---|---|
Authors: | Basu, Anup K. ; Forbes, Brigette |
Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 852471-3. - Vol. 54.2014, 3, p. 699-728
|
Subject: | Fundamental index | Index funds | Indexing | Value investing | Finanzanalyse | Financial analysis | Kapitaleinkommen | Capital income | Australien | Australia | Aktienindex | Stock index | Portfolio-Management | Portfolio selection | Index | Index number | Volatilität | Volatility | Indexberechnung | Index construction |
-
The impact of analyst forecast errors on fundamental indexation : the Australian evidence
Casavecchia, Lorenzo, (2022)
-
Liu, Fang, (2009)
-
The skewness index : uncovering the relationship with volatility and market returns
Elyasiani, Elyas, (2021)
- More ...
-
Basu, Anup K., (2014)
-
Forbes, Brigette, (2011)
-
Forbes, Brigette, (2011)
- More ...