Sökning: "Gottfrid Nilsson"

Hittade 1 uppsats innehållade orden Gottfrid Nilsson.

  1. 1. Combining Value and Momentum Strategies in the Swedish Stock Market : How market anomalies can be exploited to outperform stock market index

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Maximiliam Nilsson; Gottfrid Bylund Månsson; [2019]
    Nyckelord :Momentum Strategies; Value Strategies; Efficient Market Hypothesis; Market Anomalies; Capital Asset Pricing Models;

    Sammanfattning : Value and momentum strategies have been heavenly researched in financial academic literature. In this essay, different portfolios based on value and momentum strategies have been constructed to examine if it is possible to exploit market anomalies to outperform market returns. LÄS MER