Region, sector and style selection in global equity markets
R Van Dijk, T Keijzer - Journal of Asset Management, 2003 - Springer
This paper determines and decomposes the importance of region, industry sector, size and
value–growth allocation policies within global equity portfolios and focuses on the …
value–growth allocation policies within global equity portfolios and focuses on the …
The disappearance of style in the US equity market
S Hwang, SE Satchell - Applied Financial Economics, 2007 - Taylor & Francis
This article investigates the modelling of style returns in the United States and the returns to
style 'tilts' based on forecasts of enhanced future style returns. We use hidden Markov model …
style 'tilts' based on forecasts of enhanced future style returns. We use hidden Markov model …
[BOOK][B] Der Anlagestil deutscher Aktienfonds: eine portfoliobasierte Analyse mittels style-identifizierender Fundamentalfaktoren
A Postert - 2007 - books.google.com
Mit Hilfe der portfoliobasierten Analysemethodik, dem genauesten Verfahren zur
Identifizierung des Investmentstils untersucht Andreas Postert den Anlagestil von 78 in …
Identifizierung des Investmentstils untersucht Andreas Postert den Anlagestil von 78 in …
[PDF][PDF] Investment style analysis for the Turkish individual retirement funds
AA Karacabey, F Gokgoz - Investment management and financial …, 2006 - irbis-nbuv.gov.ua
Turkey, considered as an emerging market, has a considerable mutual fund capacity (USD
21.32 billion). However, Turkish pension fund sector, established in 2003, currently has …
21.32 billion). However, Turkish pension fund sector, established in 2003, currently has …
[PDF][PDF] The disappearance of style in the US equity market
S Hwang, S Satchell - 2000 - wrap.warwick.ac.uk
This paper investigates the modelling of style returns in the US and the returns to style" tilts"
based on forecasts of enhanced future style returns. We use hidden Markov model to build …
based on forecasts of enhanced future style returns. We use hidden Markov model to build …
[PDF][PDF] TEZ DANIŞMANI: YRD. DOÇ. DR. KADİR TUNA
ALİ GENÇ - nek.istanbul.edu.tr
Modern portföy kuramı açısından yatırımcılar, alternatif bütün riskli varlıkların setini analiz
eden, bu analiz sonunda etkinlik setini oluşturan ve daha sonra kayıtsızlık eğrilerinin etkinlik …
eden, bu analiz sonunda etkinlik setini oluşturan ve daha sonra kayıtsızlık eğrilerinin etkinlik …
Estilo de inversión en fondos mutuos chilenos
H Granzow Cortés, K Romo Moreno - 2006 - repositorio.uchile.cl
Los Fondos Mutuos o también conocidos como Fondos Comunes en algunos países de
habla hispana, tal como su nombre lo índica son fondos comunes de inversión formados …
habla hispana, tal como su nombre lo índica son fondos comunes de inversión formados …
[CITATION][C] Relative Performance of Investment Styles: Recent Evidence
CE Chang - Meeting of the Academy of Finance, 2009