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A decision model in investment according to price/earning ratio

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  • Fuentes, Patricia Contzen
  • Daza, Rigoberto Parada

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  • Fuentes, Patricia Contzen & Daza, Rigoberto Parada, 1996. "A decision model in investment according to price/earning ratio," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 50(1), January.
    • Handle: RePEc:fgv:epgrbe:v:50:y:1996:i:1:a:660
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    File URL: https://periodicos.fgv.br/rbe/article/view/660
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    References listed on IDEAS

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    1. Ronn, Ehud I., 1987. "A New Linear Programming Approach to Bond Portfolio Management," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(4), pages 439-466, December.
    2. Malkiel, Burton G & Cragg, John G, 1970. "Expectations and the Structure of Share Prices," American Economic Review, American Economic Association, vol. 60(4), pages 601-617, September.
    3. William F. Sharpe, 1967. "A Linear Programming Algorithm for Mutual Fund Portfolio Selection," Management Science, INFORMS, vol. 13(7), pages 499-510, March.
    4. De Bondt, Werner F M & Thaler, Richard, 1985. "Does the Stock Market Overreact?," Journal of Finance, American Finance Association, vol. 40(3), pages 793-805, July.
    5. Friend, Irwin, 1977. "Recent developments in finance," Journal of Banking & Finance, Elsevier, vol. 1(2), pages 103-117, October.
    6. Chan, Louis K C & Hamao, Yasushi & Lakonishok, Josef, 1991. "Fundamentals and Stock Returns in Japan," Journal of Finance, American Finance Association, vol. 46(5), pages 1739-1764, December.
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