Sökning: "Victor Selander"

Hittade 1 uppsats innehållade orden Victor Selander.

  1. 1. Back Testing the "Magic Formula" in the Nordic Region

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

    Författare :Victor Persson; Niklas Selander; [2009]
    Nyckelord :Efficient Markets; Magic Formula; Joel Greenblatt;

    Sammanfattning : We will in this thesis back test Joel Greenblatt’s magic formula on stocks in the Nordic Region between January 1st 1998 and January 1st 2008. We will compare the return with benchmarks such as MSCI Nordic and S&P 500 as well as the return predicted by the Capital Assets Pricing Model (CAPM) and Fama French’s three factor model. LÄS MER