An investor is decides to build a single factor long-short portfolio by buying the stocks with...
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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 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 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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Answer rating: 100% (QA)
The answer is Quality factor This is a quality factor strategy ROE is a measure of ... View the full answer
Related Book For
Advanced Accounting
ISBN: 978-0077431808
10th edition
Authors: Joe Hoyle, Thomas Schaefer, Timothy Doupnik
Posted Date:
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