On Dec 16, 2014 2:36 PM, "Institutional Investor Journals, The Voices of Influence" <
groups-noreply@linkedin.com> wrote:
As alternative index strategies continue to attract billions in assets, here's a new addition to the field. It combines existing minimum-variance portfolio methods with return on equity (ROE). Russell J. Fuller, Raife Giovinazzo, and Yining Tung introduce a stable ROE portfolio with minimum ROE variation over time and demonstrate that it clearly outperforms other alternative equity strategies.
Please enjoy this complimentary access to their article in The Journal of Portfolio Management's 40th Anniversary Issue: The Stable Roe Portfolio: An Alternative Equity Index Strategy Based on Common Sense Security Analysis http://bit.ly/1DHIU0d
To view 2 more complimentary articles in The Journal of Portfolio Management's 40th Anniversary Issue, register here: http://bit.ly/JPM40issue. | |
| |  | | Groups | | | | |  | | | | | Announcement in Institutional Investor Journals, The Voices of Influence | | | | | | | | | | | | As alternative index strategies continue to attract billions in assets, here's a new addition to the field. It combines existing minimum-variance portfolio methods with return on equity (ROE). Russell J. Fuller, Raife Giovinazzo, and Yining Tung introduce a stable ROE portfolio with minimum ROE variation over time and demonstrate that it clearly outperforms other alternative equity strategies. Please enjoy this complimentary access to their article in The Journal of Portfolio Management's 40th Anniversary Issue: The Stable Roe Portfolio: An Alternative Equity Index Strategy Based on Common Sense Security Analysis http://bit.ly/1DHIU0d To view 2 more complimentary articles in The Journal of Portfolio Management's 40th Anniversary Issue, register here: http://bit.ly/JPM40issue. | | | | | | | | | | | | | | | |
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