Do fundamental indexes produce higher risk-adjusted returns than market cap indexes? Evidence for European stock markets
| Year of publication: |
2010
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|---|---|
| Authors: | Stotz, Olaf ; Wanzenried, Gabrielle ; Döhnert, Karsten |
| Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 24.2010, 3, p. 219-243
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| Publisher: |
Springer |
| Subject: | Fundamental weighted indexes | Risk analysis | Fama and French model | Portfolio management | Structure | Dynamic analysis | Panel data |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008678536