Performance evaluation of fundamental indexation strategies on the NASDAQ OMX baltic stock exchange
Year of publication: |
2017
|
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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
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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 |
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