Value investor anomaly: return enhancement by portfolio replication -- an empiric portfolio strategy analysis

DOI10.1007/s10100-011-0214-7zbMath1339.91107OpenAlexW2022603104MaRDI QIDQ300854

Gregor Elze

Publication date: 29 June 2016

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-011-0214-7

zbMATH Keywords

anomalybehavioral financevalue investing

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis

Cites Work

• Common risk factors in the returns on stocks and bonds

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