Creating a high dividend stock strategy while exploiting the low beta anomaly
Richard Cloutier Jr. (Washington Trust Bank, Spokane, WA, USA), Danielle Xu (Department of Business Administration, Gonzaga University, Spokane, WA, USA)
| Year of publication: |
2015
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|---|---|
| Authors: | Cloutier, Richard ; Xu, Danielle |
| Published in: |
International journal of revenue management : IJRM. - Olney, Bucks : Inderscience Enterprises, ISSN 1474-7332, ZDB-ID 2193374-1. - Vol. 8.2014/2015, 3/4, p. 324-342
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| Subject: | stock trading strategy | high dividend | low beta | Sharpe ratio | Treynor ratio | Dividende | Dividend | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | CAPM | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011546927