Open AccessEffectiveness of F-SCORE on the Loser Following Online Portfolio Strategy in the Korean Value Stocks Portfolio
Author(s) -
Taegyu Jeong,
Kyuhyong Kim
Publication year - 2019
Publication title -
american journal of theoretical and applied business
Language(s) - English
Resource type - Journals
eISSN - 2469-7842
pISSN - 2469-7834
DOI - 10.11648/j.ajtab.20190501.11
Subject(s) - portfolio , sharpe ratio , stock (firearms) , portfolio optimization , post modern portfolio theory , rate of return on a portfolio , financial economics , econometrics , economics , value (mathematics) , replicating portfolio , actuarial science , mathematics , statistics , geography , archaeology
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