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Designing Modern Equity Portfolios

Author

Listed:
  • Ronald Jean Degen

    (International School of Management Paris)

Abstract

This aim of this paper is to describe possible ways of investing in equity; choosing the right stocks(among small-cap, large-cap, value, growth, and foreign) using fundamental analysis, defining their appropriate mix in the portfolios according to the desired return-risk profiles based on Markowitz?s modern portfolio theory, and using technical analysis to buy and sell them.

Suggested Citation

  • Ronald Jean Degen, 2011. "Designing Modern Equity Portfolios," Working Papers 74, globADVANTAGE, Polytechnic Institute of Leiria.
    • Handle: RePEc:pil:wpaper:74
    as

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    File URL: https://globadvantage.ipleiria.pt/files/2011/06/working_paper-74_globadvantage.pdf
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    References listed on IDEAS

    as
    1. Hendrik Scholz, 2007. "Refinements to the Sharpe ratio: Comparing alternatives for bear markets," Journal of Asset Management, Palgrave Macmillan, vol. 7(5), pages 347-357, January.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Modern portfolio theory; capital asset pricing model; choosing stocks; technical analysis;
    All these keywords.

    JEL classification:

    • M0 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - General
    • M1 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration

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