Relative value analysis
This study is an empirical analysis of a technical stock selection technique. A random sample is studied for the period 1956-1967. Portfolios are constructed and managed by building a model containing three variables--relative earnings, relative price-earnings and relative prices. The objective of t...
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| Language: | English |
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University of British Columbia
2011
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| Online Access: | http://hdl.handle.net/2429/36160 |