Performance of the Common Stocks Under Alternative Investment Strategies (Record no. 29009)

MARC details
000 -LEADER
fixed length control field 02041pab a2200205 454500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140923b0 xxu||||| |||| 00| 0 eng d
040 ## - CATALOGING SOURCE
Transcribing agency Welingkar Institute of Management Development & Research, Mumbai
Original cataloging agency Welingkar Institute of Management Development & Research, Mumbai
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title ENG
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number
Item number Cho
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Choudhary Kapil
245 ## - TITLE STATEMENT
Title Performance of the Common Stocks Under Alternative Investment Strategies
250 ## - EDITION STATEMENT
Edition statement 8
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc.
Name of publisher, distributor, etc. Aug 2007
Date of publication, distribution, etc. 0
300 ## - PHYSICAL DESCRIPTION
Extent 20-32 Pp.
490 ## - SERIES STATEMENT
Volume/sequential designation 13
520 ## - SUMMARY, ETC.
Summary, etc. While the efficient market hypothesis denies the possibility of earning abnormal returns, the fundamental analysts assert that investment strategies based on the accounting numbers may be indicators of future investment performance. Earlier studies indicate that alternatively investment strategies were able to generate excess abnormal return. The present study examines the relationship between investment performance of equity securities and alternative investment strategies based on their market capitalization, P/E ratio and earning per share. During the period from January 1997 to December 2005, the low market capitalization, P/E ratio, and earning per share portfolios on average earned higher absolute rate of return than the high market capitalization, P/E ratio, and earning per share portfolios respectively. In terms of Sharpe's reward to variability ratio, Treynor's reward to volatility ratio and Jensen's differential return performance measures low market capitalization, P/E ratio and earning per share investment strategies beat the high market capitalization, P/E ratio and earning per share investment strategies respectively. Among the three investment strategies the low market capitalization investment strategy was found superior to both low P/E ratio and low earning per share investment strategies in terms of absolute and risk adjusted rate of return.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Investment Strategies,
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://192.168.6.13/libsuite/mm_files/Articles/AR9119.pdf">http://192.168.6.13/libsuite/mm_files/Articles/AR9119.pdf</a>
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN)
a 26481
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Date acquired Cost, normal purchase price Total Checkouts Full call number Barcode Date last seen Cost, replacement price Price effective from Koha item type
        Main Library Main Library 19/09/2007 0.00   Cho AR9119 23/09/2014 0.00 23/09/2014 Articles

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