Profitability of a refined book-to-market investment strategy : Asian stock markets 1991-2001.
Lee, Chun Wai.
Date of Issue2002
College of Business (Nanyang Business School)
This project documents the enhanced profitability of book-to-market strategy if the book-to-market portfolio is further refined using aggregate signals for firm’s future performance.
Final Year Project (FYP)
Nanyang Technological University