Isbn: 9783954890699 - value stocks beat growth stocks: an empirical analysis for the german stock market (14 resultados)

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Taschenbuch. Condición: Neu. Value Stocks beat Growth Stocks: An empirical Analysis for the German Stock Market | Christian Schießl | Taschenbuch | 76 S. | Englisch | 2015 | Anchor Academic Publishing | EAN 9783954890699 | Verantwortliche Person für die EU: Bedey & Thoms Media GmbH, Björn Bedey, Hermannstal 119k, 22119 Hamburg, info[at]diplom[dot]de | Anbieter: preigu. …

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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Based on a 'free of survivorship-bias' sample of German stocks listed at the Frankfurt stock exchange, the study investigates the ability of hedge portfolio formation structures, built of three value premium proxies (P/B, P/E, and DY), the size factor, and the technical momentum factor, to generate excess returns in the period 1992 to 2011.First, the author characterizes and defines the significant terms that are in connection with value and growth investing. He continues with the discussion of asset pricing with the CAPM, the Fama and French three-factor model, and the Carhart extension, and then describes the expected stock returns that are of capital importance. Moreover, the author deals with related studies for the German stock market. He gives a detailed description of the empirical analysis before he draws his conclusions.The author's purpose is to answer the following core questions: Is there a value premium in the German market between 1992 and 2011 Is there a reversed size premium like recent empirical findings suggest Do high momentum stocks perform better than low momentum stocks Is there a significant seasonal pattern in hedge portfolio returns The combination of which factors best explains expected stock returns 76 pp. Englisch.…

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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Based on a free of survivorship-bias sample of German stocks listed at the Frankfurt stock exchange, the study investigates the ability of hedge portfolio formation structures, built of three value premium proxies (P/B, P/E, and DY), the size factor, and .…

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Based on a 'free of survivorship-bias' sample of German stocks listed at the Frankfurt stock exchange, the study investigates the ability of hedge portfolio formation structures, built of three value premium proxies (P/B, P/E, and DY), the size factor, and the technical momentum factor, to generate excess returns in the period 1992 to 2011.First, the author characterizes and defines the significant terms that are in connection with value and growth investing. He continues with the discussion of asset pricing with the CAPM, the Fama and French three-factor model, and the Carhart extension, and then describes the expected stock returns that are of capital importance. Moreover, the author deals with related studies for the German stock market. He gives a detailed description of the empirical analysis before he draws his conclusions.The author's purpose is to answer the following core questions: Is there a value premium in the German market between 1992 and 2011 Is there a reversed size premium like recent empirical findings suggest Do high momentum stocks perform better than low momentum stocks Is there a significant seasonal pattern in hedge portfolio returns The combination of which factors best explains expected stock returns Books on Demand GmbH, Überseering 33, 22297 Hamburg 76 pp. Englisch.…

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Based on a 'free of survivorship-bias' sample of German stocks listed at the Frankfurt stock exchange, the study investigates the ability of hedge portfolio formation structures, built of three value premium proxies (P/B, P/E, and DY), the size factor, and the technical momentum factor, to generate excess returns in the period 1992 to 2011.First, the author characterizes and defines the significant terms that are in connection with value and growth investing. He continues with the discussion of asset pricing with the CAPM, the Fama and French three-factor model, and the Carhart extension, and then describes the expected stock returns that are of capital importance. Moreover, the author deals with related studies for the German stock market. He gives a detailed description of the empirical analysis before he draws his conclusions.The author's purpose is to answer the following core questions: Is there a value premium in the German market between 1992 and 2011 Is there a reversed size premium like recent empirical findings suggest Do high momentum stocks perform better than low momentum stocks Is there a significant seasonal pattern in hedge portfolio returns The combination of which factors best explains expected stock returns.…