Is value investing based on scoring models effective? The verification of F-Score-based strategy in the Polish stock market
The aim of the paper is to analyse the effectiveness of F-Score-like models using the example of the Polish stock market. F-Score is a scoring model based on a high B/M investing strategy, which uses fundamental signals to assess the economic condition of an entity. So far, its effectiveness has bee...
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Format: | Article |
Language: | English |
Published: |
Sciendo
2023-12-01
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Series: | Economics and Business Review |
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Online Access: | https://doi.org/10.18559/ebr.2023.4.1075 |