Performance evaluation of fundamental indexation strategies on the NASDAQ OMX baltic stock exchange
Fabio Filipozzi, Rando Tomingas
| Year of publication: |
2017
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|---|---|
| Authors: | Filipozzi, Fabio ; Tomingas, Rando |
| Published in: |
Research in economics and business : Central and Eastern Europe. - Tallinn, ISSN 1736-9126, ZDB-ID 2551049-6. - Vol. 9.2017, 2, p. 20-40
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| Subject: | fundamental indexation | alternative weighting schemes | performance evaluation | stock market indices | Fama-French factor model | Baltic Stock Exchanges | value investing | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börse | Bourse | CAPM | Aktienindex | Stock index | Baltische Staaten | Baltic countries | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011876077