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Search Results for Collection: Conference or Workshop Item (Seminar, Speech or Other Presentation)
Now showing items 1-3 of 3
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(Conference or Workshop Item (Seminar, Speech or Other Presentation), University of Otago, Finance department, Seminar, 2003)The fragility of the CAPM has led to a resurgence of research that frequently uses trading strategies based on sorting procedures to uncover relations between firm characteristics (such as “value” or “glamour”) and equity ... -
(Conference or Workshop Item (Seminar, Speech or Other Presentation), University of Otago, Finance department, Seminar, 2003)Popular investment advice recommends that the stock/bond and stock/wealth ratios should rise with investor risk tolerance and investment horizon respectively, prescriptions that are difficult to reconcile with standard ... -
(Conference or Workshop Item (Seminar, Speech or Other Presentation), University of Otago, Finance department, Seminar, 2003)Mutual fund performance is often measured relative to a designated benchmark portfolio. This paper provides a simple method of ranking portfolios' probabilities of outperforming a benchmark portfolio. Ranking fund performance ...
Now showing items 1-3 of 3