Sökning: "Mattias Adebäck"

Hittade 1 uppsats innehållade orden Mattias Adebäck.

  1. 1. more green through a better screen?: A statistical study based on Greenwald’s value investing model

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

    Författare :Mattias Adebäck; Olof Wirfelt; [2010]
    Nyckelord :value investing; stock screening; efficient market hypothesis; greenwald;

    Sammanfattning : This thesis examines whether it is possible to mechanically synthesize the valuation framework developed by Bruce Greenwald in order to identify undervalued stocks. An initial sorting of stocks into portfolios based on their price-to-earnings and market-to-book ratios is showed to generate risk adjusted returns in excess of the OMX Stockholm PI market index, thus supporting the existence of a value premium on the Stockholm Stock Exchange. LÄS MER