Abstract
Practical Applications Summary In Adding Value in Student-Managed Funds: Benchmark and Sector Selection, from the Winter 2018 issue of The Journal of Trading, authors J. Christopher Hughen, Jack Strauss, and J.P. Tremblay (all of the Daniels College of Business at the University of Denver) propose a low-risk approach for portfolio management that offers significant opportunities for alpha generation. They focus on midcap stocks and propose a formal sector allocation strategy to identify mispriced sectors. The authors recommend using the ratio of enterprise value (EV) to EBITDA to determine which sectors to over- and underweight in portfolio allocation.
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