Cheong, Mun-Kyung; Kim, Yong-Hyeon; Kim, Kyoung-Ha - In: Global business and finance review 28 (2023) 6, pp. 95-111
benchmark returns of internal and outsourcing investments. Third, we propose three benchmarks by including the value factor and …. Third, the Sharpe ratio of the value oriented benchmark is better than that of the momentum oriented and value & momentum …