The stock selection problem: Is the stock selection approach more important than the optimization method? Evidence from the Danish stock market

  • Klaus Grobys
  • Published 2011

Abstract

Passive investment strategies basically aim to replicate an underlying benchmark. Thereby, the management usually selects a subset of stocks being employed in the optimization procedure. Apart from the optimization procedure, the stock selection approach determines the stock portfolios’ out-of-sample performance. The empirical study here takes into account… (More)

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Cite this paper

@inproceedings{Grobys2011TheSS, title={The stock selection problem: Is the stock selection approach more important than the optimization method? Evidence from the Danish stock market}, author={Klaus Grobys}, year={2011} }