Value investing across asset classes
The objective of this study is to derive two long-only value risk premium multi-asset strategies, as well as naive investment strategies (equal weighted investment strategy and 60/40 portfolio) which are back tested out-of-sample and evaluated for the period from January 1995 to December 2015. The o...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2019-01-01
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| Series: | Ekonomska Istraživanja |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/1331677X.2019.1636696 |