Factor investing: A stock selection methodology for the European equity market

This paper uses European high capitalization corporate data for the 1991–2019 period to demonstrate that a systematic active management portfolio based on the identification of value, profitability, and momentum factors can outperform competing benchmark strategies. Factor investment methodologies r...

Descripción completa

Detalles Bibliográficos
Autores principales: Bermejo, Ramón, Figuerola-Ferretti, Isabel, Hevia, Tomas, Santos, Alvaro
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2021
Materias:
Review Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8531567/
https://www.ncbi.nlm.nih.gov/pubmed/34712856
http://dx.doi.org/10.1016/j.heliyon.2021.e08168

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8531567/
https://www.ncbi.nlm.nih.gov/pubmed/34712856
http://dx.doi.org/10.1016/j.heliyon.2021.e08168

Ejemplares similares