Modelling fundamental analysis in portfolio selection
Author:
Affiliation:
1. Nomura International Plc , 1 Angel Lane, London, EC4R 3AB, UK
2. Durham University Business School , Millhill Lane, Durham, DH1 3LB, UK
Funder
National Natural Science Foundation of China
durham university business school seedcorn fund
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/14697688.2017.1418520
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1. Can Noise Create the Size and Value Effects?
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3. A jump model for fads in asset prices under asymmetric information
4. A mispricing model of stocks under asymmetric information
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