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...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2022
|
| Subjects: | |
| 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 |