Optimizing portfolio performance in the Philippine financial markets using smart-beta
This study attempts to determine the impact of smart-beta strategies in portfolio optimization. In view thereof, five (5) zero-weighted and five (5) 100%-weighted smart-beta portfolios were constructed using: (a) fundamental indexation; (b) market capitalization weighting; and (c) minimum-variance o...
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| 主要作者: | |
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| 格式: | text |
| 語言: | English |
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Animo Repository
2022
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| 主題: | |
| 在線閱讀: | https://animorepository.dlsu.edu.ph/etdm_finman/4 https://animorepository.dlsu.edu.ph/cgi/viewcontent.cgi?article=1004&context=etdm_finman |
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| 機構: | De La Salle University |
| 語言: | English |