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This article demonstrates how to directly incorporate common value investing ideas in the portfolio optimization process. Through minimizing the relative entropy, multiple value rankings are merged with the historical return distribution. This approach yields performance improvements both from a...
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This study questions whether the Feri Trust Rating, the Euro Fondsnote and the Finanztest-Bewertung are able to predict … future performance compared to those with top rating. The rankings Feri Trust Rating and Finanztest-Bewertung reach this … Feri Trust or Finanztest-Bewertung differ not from second and third best funds …
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