The TMAI Model – Performance Of Portfolios Constructed On The Base Of Correlated And Uncorrelated Financial Ratios
The author studies portfolio performance. Companies are chosen to portfolios due to their position in the ranking that is constructed on the base of the chosen financial ratios. There are three rankings constructed on different number of financial ratios. Each ranking is constructed on the base of s...
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| Format: | Article |
| Language: | English |
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Sciendo
2014-12-01
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| Series: | Folia Oeconomica Stetinensia |
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| Online Access: | https://doi.org/10.1515/foli-2015-0002 |