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1. 1. Excess Returns with Black Swan Investing on the Indian Stock Market

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Jonas Nihlén; Jakob Malm; [2014]
   Nyckelord :Black Swan; Mean Reversion; Beta; Excess Returns; Emerging Markets; India; Business and Economics;

   Sammanfattning : Previous studies have shown a significant relation between the beta value and return of a stock. In our study we show that excess returns on the National Stock Exchange in India can be obtained by using a Black-Swan investment strategy, with beta as a portfolio- building tool. LÄS MER