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Helping Identify the Most Efficient Chinese Companies Using the Risk‐Weighted Alpha Index Method
Author(s) -
Agarwal Nipun
Publication year - 2013
Publication title -
strategic change
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.527
H-Index - 16
eISSN - 1099-1697
pISSN - 1086-1718
DOI - 10.1002/jsc.1950
Subject(s) - indexation , volatility (finance) , index (typography) , business , stock (firearms) , econometrics , alpha (finance) , stock market index , actuarial science , economics , computer science , marketing , monetary economics , stock market , engineering , mechanical engineering , monetary policy , paleontology , construct validity , horse , biology , world wide web , patient satisfaction
The proposed method can help identify the most efficient Chinese companies using the risk‐weighted alpha index by identifying stocks providing increasing returns with lower volatility than existing stock indexation methods.