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Can size-, industry-, and leverage-adjustment of valuation ratios benefit the value investor?

Pätäri, Eero J.; Karell, Ville; Luukka, Pasi - In: International journal of business innovation and research 11 (2016) 1, pp. 76-109

Persistent link: https://www.econbiz.de/10011667601

Performance measurement with selectivity, market and volatility timing

Ferson, Wayne E.; Mo, Haitao - In: Journal of financial economics 121 (2016) 1, pp. 93-110

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Performance evaluation of Saudi equity mutual funds : Fama decomposition model

Kumaraswamy, Sumathi; Al Ezee, Ibrahim - In: Investment management and financial innovations 15 (2018) 4, pp. 158-168

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Hedge fund performance attribution under various market conditions

Stafylas, Dimitrios; Anderson, Keith; Uddin, Moshfique - In: International review of financial analysis 56 (2018), pp. 221-237

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Beta hedging : performance measures, momentum weighting and rebalancing effects

Nadler, Daniel; Schmidt, Anatoly B. - In: The journal of investment strategies 8 (2019) 1, pp. 1-9

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Passive portfolio management by indexing : a performance analysis of high, medium and low capitalization indices in Mexico

Samaniego, Angel; Rodríguez Reyes, Luis Raúl - In: Revista de métodos cuantitativos para la economía y … 26 (2018), pp. 269-293

In a passive investing strategy through indexation, the portfolio performance will depend largely on the ability to choose the best index. In this paper, we study the performance of four of the main stock indices in Mexico with the intention of selecting the best one for a passive investing...

Persistent link: https://www.econbiz.de/10012023974