Beating the Swedish Market : A dynamic approach to Value Investing using Modern Portfolio Theory

Beating the Swedish Market : A dynamic approach to Value Investing using Modern Portfolio Theory

Previous research has confirmed the existence of a value premium in a wide array of markets and using this value stock anomaly has yielded superior performance. This thesis investigates if one could take advantage of the existence of a value premium to deploy a dynamic investment strategy on the Swe...

Full description

Bibliographic Details
Main Authors: Karlsson, Viktor, Nygren, Emil
Format: Others
Language:English
Published: Södertörns högskola, Institutionen för ekonomi och företagande 2012
Subjects:
Behavioural Finance
Capital Asset Pricing Model
Contrarian
Efficient Market Hypothesis
Glamour stocks
Investment Strategy
Market-to-Book-Value
Minimum-Variance
Modern Portfolio Theory
Risk-adjusted performance
Stock screening
Value stocks
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16465

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16465

Similar Items