Sökning: "Andreas Grann"

Hittade 1 uppsats innehållade orden Andreas Grann.

  1. 1. Portfolio construction based on value and momentum: a winning strategy?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Andreas Grann; [2017]
    Nyckelord :Value; momentum; portfolios; stocks; Business and Economics;

    Sammanfattning : This study examines if there are positive effects of constructing portfolios based on value and momentum. Three value portfolios (low, medium, high) and three momentum portfolios are constructed using large cap stocks from the four Nordic Nasdaq OMX exchanges. The portfolios are then re-sorted on an annual basis over the test period 2005-2016. LÄS MER