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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Bibliographic Details
Main Author: Pilch Bartłomiej
Format: Article
Language:English
Published: Sciendo 2023-12-01
Series:Economics and Business Review
Subjects:
Online Access:https://doi.org/10.18559/ebr.2023.4.1075