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...
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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 |
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DRNTU::Business::Finance::Portfolio management Tan, Yvonne Yi Woen. Tang, Sophia Yen Wern. Analysis of porfolio selection techniques. |
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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 |
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1770567004643655680 |