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: | , , |
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| Other Authors: | |
| 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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