The impact of analyst forecast errors on fundamental indexation : the Australian evidence
Lorenzo Casavecchia, Gerhard Hambusch, Justin Hitchen
| Year of publication: |
2022
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| Authors: | Casavecchia, Lorenzo ; Hambusch, Gerhard ; Hitchen, Justin |
| Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 23.2022, 5, p. 400-418
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| Subject: | Analyst forecast errors | Cap-weighted index | French Fama alpha | Fundamental indexation | Smart beta | Finanzanalyse | Financial analysis | Prognose | Forecast | Australien | Australia | Portfolio-Management | Portfolio selection | CAPM | Prognoseverfahren | Forecasting model | Statistischer Fehler | Statistical error | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Index | Index number |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-022-00276-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013392095