Performance evaluation of fundamental indexation strategies on the NASDAQ OMX baltic stock exchange
Year of publication: |
2017
|
---|---|
Authors: | Filipozzi, Fabio ; Tomingas, Rando |
Published in: |
Research in economics and business : Central and Eastern Europe. - Tallinn, ISSN 1736-9126, ZDB-ID 2551049-6. - Vol. 9.2017, 2, p. 20-40
|
Subject: | fundamental indexation | alternative weighting schemes | performance evaluation | stock market indices | Fama-French factor model | Baltic Stock Exchanges | value investing | Kapitaleinkommen | Capital income | Börsenhandel | Stock exchange trading | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Aktienindex | Stock index | Baltische Staaten | Baltic countries | CAPM | Finanzanalyse | Financial analysis | Performance-Messung | Performance measurement |
-
Value matters : the long-run behavior of stock index returns
Angelini, Natascia, (2018)
-
The impact of analyst forecast errors on fundamental indexation : the Australian evidence
Casavecchia, Lorenzo, (2022)
-
Marozva, Godfrey, (2014)
- More ...
-
Optimal currency hedge and the carry trade
Filipozzi, Fabio, (2020)
-
Filipozzi, Fabio, (2010)
-
Currency hedge – walking on the edge?
Filipozzi, Fabio, (2014)
- More ...