Cargando…
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...
| Autores principales: | , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2021
|
| Materias: | |
| 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 |