Spara
Volume Based Portfolio Strategies
This classical view, reflected in the Capital Asset Pricing Model (CAPM), implies that no portfolio strategy selecting stocks on the basis of other factors is able to consistently outperform a passive ‘buy and hold’ strategy (reflecting the market capitalization-weighted investment universe).
- Undertitel
- Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stock
- Författare
- Alexander Brändle
- ISBN
- 9783834921062
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2010-02-24
- Förlag
- GWV Fachverlage GmbH
- Sidor
- 320
