Essays about: "Alexander Neuschmid"
Found 1 essay containing the words Alexander Neuschmid.
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1. Moving beyond a narrow definition of value investing
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This study shows that the information content of valuation ratios can be highly dissimilar. It presents a value measure that outperforms book-to-market not only in terms of the abnormal returns a zero-cost portfolio formed on this sorting variable generates relative to factor models, but also in terms of its ability to capture firms with a high level of profitability and a strong profitability persistence. READ MORE
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