haku: @author Hall, T. W. / yhteensä: 8
viite: 3 / 8
| Tekijä: | Hall, T. W. Tsay, J. J. |
| Otsikko: | An evaluation of the performance of portfolios selected from value line rank one stocks: 1976-1982 |
| Lehti: | Journal of Financial Research
1988 : FALL, VOL. 11, No. 3, p.227-240 |
| Asiasana: | PERFORMANCE APPRAISAL INVESTMENT APPRAISAL PORTFOLIO MANAGEMENT |
| Kieli: | eng |
| Tiivistelmä: | The use of random portfolios to examine the investment performance of rank one stocks from the perspective of subscribers, and the discrepancy between earlier studies. Two earlier tests of survey recommendations. Study methodology. The benchmark portfolios. Method of analysis. Empirical results. Returns assuming no transactions costs. Sensitivity of results to variations in portfolio size. Three Table illustrate the study. |
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