A Disciplined Stock Selection Strategy

James L. Farrell
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James L. Farrell: MPT Associates, 600 Fifth Avenue, New York, New York 10020

Interfaces, 1982, vol. 12, issue 5, 19-30

Abstract: An equity investment strategy, “disciplined stock selection,” has risk characteristics like the Standard & Poor 500 yet provides a better return. It combines several predictive evaluations to achieve better risk-return characteristics than other strategies. In five years of simulation and three years of implementation, the return has exceeded the S&P 500 by 2% or more. MPT Associates currently uses this method to manage over $250 million of pension assets.

Keywords: finance (search for similar items in EconPapers)
Date: 1982
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Persistent link: https://EconPapers.repec.org/RePEc:inm:orinte:v:12:y:1982:i:5:p:19-30

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