Sökning: "Rados and Lovric"

Hittade 2 uppsatser innehållade orden Rados and Lovric.

  1. 1. A Value Relevant Fundamental Investment Strategy : The use of weighted fundamental signals to improve predictability

    Kandidat-uppsats, Företagsekonomiska institutionen

    Författare :Martin Eliasson; Khawar Malik; Benjamin Österlund; [2011]
    Nyckelord :Fundamental analysis; Financial statement analysis; Financial analysis; High book-to-market; quantitative analysis; statistical regression study; investment strategy; longitudinal study; NYSE; New York Stock Exchange; Nasdaq; Piotroski; Rados and Lovric; wieghted and modified Piotroski F_score; F_score; B M investment strategy; fundamental signals correlation; return correlation; rolling window investment strategy; Correlations during macroeconomic up and down periods; historical performance of fundamental signals; Piotroski s F_score; fundamental signals; Fundamental analys; en hög book-to-market investeringsstrategi; finansiell analys; Piotroski; Piotroskis F_score; Rados och Lovric; modifierat F_score; undervärderade företag; Användningen av viktade fundamentala signaler för att förbättra förutsägbarheten; fundamentala signaler;

    Sammanfattning : The aim of this study is to investigate the possibility to improve the investment model defined in Piotroski (2000) and the subsequent research carried out on this model. Our model builds further upon the original fundamental score put forth by Piotroski. LÄS MER

  3. 2. Dreaming of Beating the Market : A Fundamental Analysis Study on the Stockholm Stock Exchange

    Kandidat-uppsats, Företagsekonomiska institutionen

    Författare :Emmy Andersson; Darko Draskovic; [2011]
    Nyckelord :Fundamental Analysis; Fundamental Signals; High Book-to-Market; Abnormal Returns; Piotroski; Rados and Lovric;

    Sammanfattning : The aim of this paper is to test and further improve fundamental analysis models developed by Piotroski (2000) and Rados and Lovric (2009). The improvement seeks to reverse the information in the previous models by taking relative importance and strength of both positive and negative fundamental signals into consideration. LÄS MER