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Helping Identify the Most Efficient Chinese Companies Using the Risk-Weighted Alpha Index Method

Authors

  • Nipun Agarwal

    Corresponding author
    1. School of Finance, Economics & Marketing, RMIT University, Australia
    • School of Finance, Economics & Marketing, RMIT University, Level 11, Building 80, 445 Swanston Street, Melbourne, Victoria 3000, Australia

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  • JEL classification codes: G02, G11, G12, G15.

Abstract

The proposed method can help identify the most efficient Chinese companies using the risk-weighted alpha index by identifying stocks providing increasing returns with lower volatility than existing stock indexation methods.

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