PORTFOLIO MANAGEMENT - Contrarian Strategies and Investor Expectations: The U.K. Evidence - Errors in expectations that may underlie the success of contrarian strategies are probably the result of errors in analysts' earnings forecasts.
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|Authors:||Levis, Mario; Liodakis, Manolis|
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 57.2001, 5, p. 43-56
PORTFOLIO STRATEGIES - The Profitability of Style Rotation Strategies in the United Kingdom - The authors investigate the profitability of size and value-growth rotation strategies 'in the United Kingdom over the last thirty years after adjusting for various levels of forecasting skids and transaction costs. Furthermore, the authors link the size and value-growth style spreads with a number of ...
Levis, Mario, (1999)
Brar, Gurvinder, (2009)
Liodakis, Manolis, (2007)
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