Karsten Doehnert

affiliation not provided to SSRN

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Scholarly Papers (1)

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Do Fundamental Indexes Produce Higher Risk-Adjusted Returns than Market Cap Indexes? Evidence for European Stock Markets

Financial Markets and Portfolio Management, Vol. 24, No. 3, 2010
Posted: 02 Sep 2010
Olaf Stotz, Gabrielle Wanzenried and Karsten Doehnert
Frankfurt School of Finance and Management, Institut für Finanzdienstleistungen Zug (IFZ) and affiliation not provided to SSRN

Abstract:

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Fundamental weighted indexes - Risk analysis, Fama and French model, Portfolio management, Structure, Dynamic analysis, Panel data