A closer look at value premium: Literature review and synthesis
This paper provides a systematic review of value premium literature that examines the
performance difference between value and growth stocks and the possible reasons for it. We …
performance difference between value and growth stocks and the possible reasons for it. We …
Comparison of the multicriteria decision-making methods for equity portfolio selection: The US evidence
This paper compares the efficacy of four multicriteria decision-making (MCDM) methods in
identifying the future best-performing stocks in two comprehensive samples of US stocks …
identifying the future best-performing stocks in two comprehensive samples of US stocks …
Enhancement of equity portfolio performance using data envelopment analysis
This paper examines the applicability of data envelopment analysis (DEA) as a basis of
selection criteria for equity portfolios. It is the first DEA application for constructing a …
selection criteria for equity portfolios. It is the first DEA application for constructing a …
[PDF][PDF] Performance of the value strategies in the Finnish stock markets
This paper examines the performance of various value strategies in the Finnish stock market
during the 1993-2008 period. The sample of stocks is divided into three portfolios based on …
during the 1993-2008 period. The sample of stocks is divided into three portfolios based on …
[HTML][HTML] Can the FSCORE add value to anomaly-based portfolios? A reality check in the German stock market
This paper examines the added value of using financial statement information, particularly
that of Piotroski's (J Account Res 38: 1, 2000. https://doi. org/10.2307/2672906) FSCORE, for …
that of Piotroski's (J Account Res 38: 1, 2000. https://doi. org/10.2307/2672906) FSCORE, for …
Enhancement of value portfolio performance using data envelopment analysis
Purpose–The purpose of this paper is to examine the applicability of data envelopment
analysis (DEA) as a basis of value portfolio selection criterion. Design/methodology …
analysis (DEA) as a basis of value portfolio selection criterion. Design/methodology …
Value effect in Indian stock market: an empirical analysis
V Tripathi, P Aggarwal - International Journal of Public …, 2018 - inderscienceonline.com
The value effect is the tendency of value stocks to outperform the growth stocks in the long-
term. In this paper, we attempt to investigate the presence of value effect in the Indian stock …
term. In this paper, we attempt to investigate the presence of value effect in the Indian stock …
Combining value and momentum indicators in varying stock market conditions: The Finnish evidence
TH Leivo - Review of Accounting and Finance, 2012 - emerald.com
Purpose–The purpose of this paper is to examine the added value of combining a
momentum indicator with a value indicator in varying stock market conditions …
momentum indicator with a value indicator in varying stock market conditions …
[PDF][PDF] Value enhancement using composite measures: The Finnish evidence
This paper examines the performance of various value strategies in the Finnish stock market
during the 1991-2006 period. The sample of stocks is divided into quintile portfolios based …
during the 1991-2006 period. The sample of stocks is divided into quintile portfolios based …
[PDF][PDF] The impact of holding period length on value portfolio performance in the Finnish stock markets
This paper examines the impact of the holding period length on performance of various
value strategies in the Finnish stock market during the 1993-2008 period. The sample of …
value strategies in the Finnish stock market during the 1993-2008 period. The sample of …