Analysis of porfolio selection techniques.

Contrary to earlier studies on the performance of value versus growth stocks, the traditional P/E and P/BV ranking strategy carried out in this study found that value stocks do not significantly outperform growth stocks for the period 1994 through 1998. The regression strategy was also examined and...

Full description

Saved in:
Bibliographic Details
Main Authors: Tan, Yvonne Yi Woen., Tang, Sophia Yen Wern.
Other Authors: Chong, Beng Soon
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/9761
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
id sg-ntu-dr.10356-9761
record_format dspace
spelling sg-ntu-dr.10356-97612023-05-19T06:16:13Z Analysis of porfolio selection techniques. Tan, Yvonne Yi Woen. Tang, Sophia Yen Wern. Chong, Beng Soon Nanyang Business School DRNTU::Business::Finance::Portfolio management Contrary to earlier studies on the performance of value versus growth stocks, the traditional P/E and P/BV ranking strategy carried out in this study found that value stocks do not significantly outperform growth stocks for the period 1994 through 1998. The regression strategy was also examined and the mixed results obtained showed that the regression method was not useful in identifying stocks that would consistently outperform the market. 2008-09-24T07:36:06Z 2008-09-24T07:36:06Z 2000 2000 Final Year Project (FYP) http://hdl.handle.net/10356/9761 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Portfolio management
spellingShingle DRNTU::Business::Finance::Portfolio management
Tan, Yvonne Yi Woen.
Tang, Sophia Yen Wern.
Analysis of porfolio selection techniques.
description Contrary to earlier studies on the performance of value versus growth stocks, the traditional P/E and P/BV ranking strategy carried out in this study found that value stocks do not significantly outperform growth stocks for the period 1994 through 1998. The regression strategy was also examined and the mixed results obtained showed that the regression method was not useful in identifying stocks that would consistently outperform the market.
author2 Chong, Beng Soon
author_facet Chong, Beng Soon
Tan, Yvonne Yi Woen.
Tang, Sophia Yen Wern.
format Final Year Project
author Tan, Yvonne Yi Woen.
Tang, Sophia Yen Wern.
author_sort Tan, Yvonne Yi Woen.
title Analysis of porfolio selection techniques.
title_short Analysis of porfolio selection techniques.
title_full Analysis of porfolio selection techniques.
title_fullStr Analysis of porfolio selection techniques.
title_full_unstemmed Analysis of porfolio selection techniques.
title_sort analysis of porfolio selection techniques.
publishDate 2008
url http://hdl.handle.net/10356/9761
_version_ 1770567004643655680