A comparative assessment of Benjamin Graham's stock selection criteria as quantitative investment strategy in ASEAN-5 markets post global financial crisis: An examination of the defensive and enterprising investor approach

A comparative assessment of Benjamin Graham's stock selection criteria as quantitative investment strategy in ASEAN-5 markets post global financial crisis: An examination of the defensive and enterprising investor approach

The main purpose of this research is to examine whether or not Benjamin Graham’s Stock Selection Criteria is deemed as a strong quantitative investment strategy using the Sharpe ratio, Jensen's Alpha, Treynor ratio, the beta, Value at Risk and expected returns as performance metrics that will b...

Full description

Saved in:
Bibliographic Details
Main Authors: Lim, Geoffrey James O., Malamug, Jose Rafael M., Panugayan, Ethen Aldrich P.
Format: text
Language:English
Published: Animo Repository 2022
Subjects:
Stocks—Southeast Asia
Finance and Financial Management
Online Access:https://animorepository.dlsu.edu.ph/etdb_finman/43
https://animorepository.dlsu.edu.ph/context/etdb_finman/article/1053/viewcontent/A_Comparative_Assessment_of_Benjamin_Grahams_Stock_Selection_Cri_Redacted2.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: De La Salle University
Language: English

Internet

https://animorepository.dlsu.edu.ph/etdb_finman/43
https://animorepository.dlsu.edu.ph/context/etdb_finman/article/1053/viewcontent/A_Comparative_Assessment_of_Benjamin_Grahams_Stock_Selection_Cri_Redacted2.pdf

Similar Items