Synthetic growth stocks

Drawing from the insights of the clean surplus accounting model for stock prices, we show that combining stocks with high profitability and low-BM ratios results in a “good growth” portfolio that outperforms classical growth stocks in multiple dimensions. The proposed portfolio offers growth-style i...

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Bibliographische Detailangaben

Veröffentlicht in:	Journal of asset management 2018-05, Vol.19 (3), p.162-168
1. Verfasser:	Fong, Wai Mun
Format:	Artikel
Sprache:	eng
Schlagworte:	Economics and Finance Finance Financial Services Growth stocks Original Article Risk Management Value stocks
Online-Zugang:	Volltext
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