This paper compares the efficacy of four multicriteria decision-making (MCDM) methods in
identifying the future best-performing stocks in two comprehensive samples of US stocks …

This paper compares the efficacy of both traditional valuation ratios and an extensive set of
related combination criteria in identifying the future best-performing stocks for a …

We define “safe stocks” as those that have the characteristics of low market betas, high
Sharpe ratios and low tail risk compared to the market portfolio. A profitable dividend yield …

AT 9000 is an industry-specific quality management system standard for automated and
algorithmic trading. The aim of AT 9000 is to address the safety issues inherent in automated …

Sequence risk is a subtle risk factor retirement investment managers face that can hinder
their plans for success. This paper illustrates the damaging effects that sequence risk can …

Investment risk has many dimensions beyond the macroeconomic, industry, and firm
gradients. This article reports on a study of investor response to various levels of corporate …

Smart beta has been an important investment phenomenon in the past several years.
However, some researchers have reservations about the future prospects of smart beta …

The objective of this doctoral thesis is to examine the efficacy of anomaly-based equity
trading strategies in the Finnish and the US stock markets. The main focus in the papers …

Target-date funds (TDFs) have become a popular choice for retirement plans, and the
concept of a glide path is essential for TDFs. One of the key assumption behind glide paths …

В конце прошлого столетия был выявлен новый вид аномалии на американском рынке
акций-аномалия, связанная с более высокой доходностью бумаг, имеющих высокую …