PORTFOLIO PERFORMANCE IN RELATION TO QUALITY, EARNINGS, DIVIDENDS, FIRM SIZE, LEVERAGE, AND RETURN ON EQUITY

This paper examines the risk‐return performance of portfolios formed from S&P quality rankings over the time period 1970–1979. In addition, the risk‐return characteristics of the portfolios are compared with performance as measured by fundamental data regarding earnings, dividends, firm size, le...

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Veröffentlicht in:	The Journal of financial research 1984-04, Vol.7 (1), p.17-26
Hauptverfasser:	Muller, Frederick L., Fielitz, Bruce D., Greene, Myron T.
Format:	Artikel
Sprache:	eng
Schlagworte:	Earnings Leverage Portfolio management Portfolio performance Returns Risk Statistical analysis Studies
Online-Zugang:	Volltext
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