Can the FSCORE add value to anomaly-based portfolios? : a reality check in the German stock market
Year of publication: |
2022
|
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Authors: | Pätäri, Eero J. ; Leivo, Timo H. ; Ahmed, Sheraz |
Published in: |
Financial markets and portfolio management. - Norwell, Mass. : Springer, ISSN 2373-8529, ZDB-ID 2097963-0. - Vol. 36.2022, 3, p. 321-367
|
Subject: | Accrual anomaly | Equity investing | Financial strength | FSCORE | Valuation ratio | Value anomaly | Deutschland | Germany | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Finanzanalyse | Financial analysis | Aktienmarkt | Stock market | CAPM | Unternehmensbewertung | Firm valuation | Rückstellung | Accrual | Schätzung | Estimation |
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