Sökning: "Joel Verngren"

Hittade 1 uppsats innehållade orden Joel Verngren.

  1. 1. Magic Formula has its magic and Momentum has its moments. : -A study on magic formula and momentum on the Swedish stock market.

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

    Författare :Erik Sjöbeck; Joel Verngren; [2019]
    Nyckelord :Investment strategies; Magic formula; Momentum; Efficient market hypothesis; Swedish stock market; CAPM; Sharpe ratio;

    Sammanfattning : The study examines how the investment strategy Magic Formula (Greenblatt, 2006) has performed on the Swedish stock market. It is also investigated how the performance is affected when the strategy is combined with momentum. LÄS MER