Magic Formula has its magic and Momentum has its moments. : -A study on magic formula and momentum on the Swedish stock market.
The study examines how the investment strategy Magic Formula (Greenblatt, 2006) has performed on the Swedish stock market. It is also investigated how the performance is affected when the strategy is combined with momentum. Since the expected pension for future generations is expected to decline it...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
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Linnéuniversitetet, Institutionen för ekonomistyrning och logistik (ELO)
2019
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-85562 |