Sökning: "Moritz Wendel"

Hittade 1 uppsats innehållade orden Moritz Wendel.

  1. 1. Realizing Value - Empirical Evidence on Multivariate Fundamental-based Investment Strategies

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Moritz Wendel; Patrick Mann; [2017]
    Nyckelord :Value Investing; Fundamental Analysis; Empirical Asset Pricing; Market Efficiency;

    Sammanfattning : This thesis examines whether fundamental-based indicators can build the foundation of a zero-cost portfolio strategy that earns statistically significant excess returns. Our empirical analysis can be divided in two steps. LÄS MER