Profitability of a refined book-to-market investment strategy : Asian stock markets 1991-2001.
This project documents the enhanced profitability of book-to-market strategy if the book-to-market portfolio is further refined using aggregate signals for firm’s future performance.
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Main Authors: | Lee, Chun Wai., Lew, Ronnie., Quek, Benjamin. |
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Other Authors: | Kang, Joseph Choong Seok |
Format: | Final Year Project |
Published: |
2008
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/8282 |
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Institution: | Nanyang Technological University |
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