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An investor is decides to build a single factor long-short portfolio by buying the stocks with the highest return on equity and selling short
An investor is decides to build a single factor long-short portfolio by buying the stocks with the highest return on equity and selling short the stocks with the lowest return one equity. To which style factor category does this strategy belong? O Value O Low Volatility O Quality Momentum O Size O Inflation
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The answer is Quality factor This is a quality factor strategy ROE is a measure of ...
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Advanced Accounting
Authors: Joe Hoyle, Thomas Schaefer, Timothy Doupnik
10th edition
0-07-794127-6, 978-0-07-79412, 978-0077431808
