The impact of analyst forecast errors on fundamental indexation : the Australian evidence
Lorenzo Casavecchia, Gerhard Hambusch, Justin Hitchen
| Year of publication: |
2022
|
|---|---|
| Authors: | Casavecchia, Lorenzo ; Hambusch, Gerhard ; Hitchen, Justin |
| Subject: | Analyst forecast errors | Cap-weighted index | French Fama alpha | Fundamental indexation | Smart beta | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Australien | Australia | Aktienindex | Stock index | Prognose | Forecast | CAPM | Statistischer Fehler | Statistical error | Indexberechnung | Index construction | Kapitaleinkommen | Capital income | Frankreich | France | Index | Index number | Betafaktor | Beta risk |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-022-00276-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013392095