Value stocks beat growth stocks : an empirical analysis for the German stock market /

Based on a 'free of survivorship-bias' sample of German stocks listed at the Frankfurt stock exchange, the study investigates the ability of hedge portfolio formation structures, built of three value premium proxies (P/B, P/E, and DY), the size factor, and the technical momentum factor, to...

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Bibliographic Details
Main Author: Schiessl, Christian (Author)
Format: Electronic eBook
Language:English
Published: Hamburg, Germany : Anchor Academic Publishing, 2014.
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Online Access:CONNECT