id	author	title	date	pages	extension	mime	words	sentences	flesch	summary	cache	txt
work_ocfkwuht7vbinb5hacdo2cw6ky	Craig Ellis	Expert System Portfolios of Australian and UK Securitised Property Investments	2006	21	.pdf	application/pdf	7754	608	66	While the rule-based expert system 'value' portfolios of Australian stocks are shown to The data utilised in this study comprises nominal monthly values for real estate stocks performance of value portfolios comprised of Australian real estate stocks using a similar system value portfolios comprised of Australian real estate stocks, and Table 3 the performance of expert system value portfolios comprised of UK real estate stocks. Table 2: Performance of Australian Expert System Value Portfolios: 1997 2004 Nominal monthly mean returns for each of the expert system value portfolios in Table 2 difference between mean returns to the market portfolios and the expert systems value these, only the effective rate of return value portfolio yields Sharpe and Sortino ratios premium is zero, results for the Costless Hedging expert systems value portfolios in Table 5: Returns from $1Invested in Expert System Value Portfolios: 19972004 	./cache/work_ocfkwuht7vbinb5hacdo2cw6ky.pdf	./txt/work_ocfkwuht7vbinb5hacdo2cw6ky.txt