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...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
Södertörns högskola, Institutionen för ekonomi och företagande
2012
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16465 |