Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Alexandre Aronne"'
Publikováno v:
BBR: Brazilian Business Review, Vol 19, Iss 5, Pp 475-491 (2022)
In this paper, multifactor asset pricing models are used to assess and compare the performance - through the analysis of Jensen’s alpha - of three equity portfolios constructed according to the value investing strategies proposed by Joseph Piotrosk
Externí odkaz:
https://doaj.org/article/548ee68be748445d9eabb7af74a27fe6
Publikováno v:
Revista Contabilidade & Finanças, Vol 31, Iss 84, Pp 458-472 (2020)
ABSTRACT The purpose of this work is to present the Weighted Forward Search (FSW) method for the detection of outliers in asset pricing data. This new estimator, which is based on an algorithm that downweights the most anomalous observations of the d
Externí odkaz:
https://doaj.org/article/dd582937cb8f47c2baa87dcfde588855
Publikováno v:
Brazilian Business Review. 19:475-491
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::10d6d6d8809eb7538f83e5a9d31a0fe7
https://doi.org/10.15728/bbr.2022.19.5.1.en
https://doi.org/10.15728/bbr.2022.19.5.1.en
Publikováno v:
Revista Contabilidade & Finanças v.31 n.84 2020
Revista Contabilidade & Finanças
Universidade de São Paulo (USP)
instacron:USP
Revista Contabilidade & Finanças, Volume: 31, Issue: 84, Pages: 458-472, Published: 31 JAN 2020
Revista Contabilidade & Finanças, Vol 31, Iss 84, Pp 458-472 (2020)
Revista Contabilidade & Finanças, Issue: ahead, Published: 31 JAN 2020
Revista Contabilidade & Finanças
Universidade de São Paulo (USP)
instacron:USP
Revista Contabilidade & Finanças, Volume: 31, Issue: 84, Pages: 458-472, Published: 31 JAN 2020
Revista Contabilidade & Finanças, Vol 31, Iss 84, Pp 458-472 (2020)
Revista Contabilidade & Finanças, Issue: ahead, Published: 31 JAN 2020
The purpose of this work is to present the Weighted Forward Search (FSW) method for the detection of outliers in asset pricing data. This new estimator, which is based on an algorithm that downweights the most anomalous observations of the dataset, i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::490b5a06b407fa298b9856e43110ac78
http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1519-70772020000300458
http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1519-70772020000300458
