Analysis of porfolio selection techniques.

• Main Authors: Tan, Yvonne Yi Woen., Tang, Sophia Yen Wern.
• Other Authors: Chong, Beng Soon
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Portfolio management
• Online Access: http://hdl.handle.net/10356/9761
• Institution: Nanyang Technological University

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...