Author Type

Graduate Student

Date of Award

1984

Document Type

Thesis

Publication Status

Version of Record

Submission Date

October 2026

Thesis/Dissertation Advisor [Chair]

Redman, Milton

Abstract

This thesis uses a fundamentalist approach to portfolio selection similar to that proposed by Benjamin Graham. The purpose is to examine the existence of undervalued securities and to test a methodology designed to identify those that could be considered superior investments. The model designed to select, combine and evaluate performance on risk adjusted basis takes into consideration fundamental principles of modern portfolio theory. Specifically, this analysis evaluates the informational contribution of price earnings ratios, earnings growth and dividend payments. The hypothesis tested is that undervalued securities selected under the conditions here proposed can produce performance results consistently superior than those of a strategy based on passively holding a market portfolio.

Extent

72 p.

Comments

College of Business|Thesis (M.A.)--Florida Atlantic University, 1984.|FAU Electronic Theses and Dissertations Collection|College of Business

Identifier

FADT14228

Format

pdf

Download

Share

COinS