Sökning: "The relative strength portfolio"
Hittade 4 uppsatser innehållade orden The relative strength portfolio.
1. Making Use of the Factor Zoo: An unpretentious attempt to predict asset returns using machine learning methods.
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : Factor modeling with the purpose of estimating assets returns is a dynamic and ever changing subject within finance. Recent literature has presented over 300 different fac-tors that seem to have significance in predicting asset returns. This new phenomenon in factor modeling has been dubbed ”The Factor Zoo”. LÄS MER
2. Profitability of Technical Trading Strategies in the Swedish Equity Market
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : This study aims to see if it is possible to generate abnormal returns in the Swedishstock market through the use of three different trading strategies based on technicalindicators. As the indicators are based on historical price data only, the study assumesweak market efficiency according to the efficient market hypothesis. LÄS MER
3. Dreaming of Beating the Market : A Fundamental Analysis Study on the Stockholm Stock Exchange
Kandidat-uppsats, Företagsekonomiska institutionenSammanfattning : 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
4. Momentum and Contrarian Trading Strategies: Evidence from the Chinese stock market 2000-2010
Master-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The paper employs Jegadeesh and Titman (1993)’s overlapping ranking period method to build winner-portfolio and loser-portfolio, and thereafter conducts empirical studies on the momentum and contrarian effects on the Chinese stock market from 2000 to 2010. One thing worth mentioning here is that the author processes the data using her own Matlab codes instead of doing tremendous manual work. LÄS MER