103K - views

Performance Analysis of Equally weighted Portfolios USA and Hungary Andrs Urbn Mihly Ormos Department of Finance Budapest University of Technology and Economics Magyar tudsok krtja Budapest

bmehu ormosfinancebmehu Abstract Investigating US equally weighted portfolios one can measure positive abnormal returns Jensen alphas according to the classical equilibrium models Applying the Carhart four factor model we show that excess returns gen

Embed :
Pdf Download Link

Download Pdf - The PPT/PDF document " Performance Analysis of Equally ..." is the property of its rightful owner. Permission is granted to download and print the materials on this web site for personal, non-commercial use only, and to display it on your personal computer provided you do not modify the materials and that you retain all copyright notices contained in the materials. By downloading content from our website, you accept the terms of this agreement.

Performance Analysis of Equally weighted Portfolios USA and Hungary Andrs Urbn Mihly Ormos Department of Finance Budapest University of Technology and Economics Magyar tudsok krtja Budapest






Presentation on theme: " Performance Analysis of Equally weighted Portfolios USA and Hungary Andrs Urbn Mihly Ormos Department of Finance Budapest University of Technology and Economics Magyar tudsok krtja Budapest"— Presentation transcript: