An Attempt to Assess the Effectiveness of the Fundamental Securities Portfolio Constructed on the Basis of Forecasts

Waldemar Tarczyński () and Małgorzata Łuniewska ()
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Waldemar Tarczyński: University of Szczecin, Poland
Małgorzata Łuniewska: University of Szczecin, Poland

Chapter 6 in Forecasting Financial Markets. Theory and Applications, 2005, vol. 0, pp 87-96 from University of Lodz

Abstract: Chapter 6 examines a comparative study of fundamental portfolios based on forecasts of economic and financial ratios with the use of taxonomic measures of development. The study asserts that fundamental portfolios are more effective compared to classical portfolios in a long term.

Keywords: Economic and financial ratios; Fundamental securities portfolio; Taxonomic measures of development (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:ann:findec:book:y:2005:n:00:ch:06:mon

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