Sökning: "annual portfolio adjustment"

Hittade 2 uppsatser innehållade orden annual portfolio adjustment.

1. 1. A Blindfolded Monkey as Portfolio Manager

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Johan Åkerberg; Mattias Olsson; [2022]
   Nyckelord :The Efficient Market Hypothesis EMH ; random walk; intelligent investor; annual portfolio adjustment; Business and Economics;

   Sammanfattning : This study aims to investigate whether chance can beat an actively managed equity fund during a ten-year period on the Swedish stock market. Since the stock market consists of fierce competition among investors, the EMH would suggest that stock price movements should not be far from reflecting all available information. LÄS MER

3. 2. Simple Financial Analysis and Abnormal Stock Returns - Analysis of Piotroski's Investment Strategy

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Författare :Hauke Rathjens; Hendrik Schellhove; [2011]
   Nyckelord :Simple Financial Statement Analysis; Abnormal Returns; Risk Adjustment; Piotroski; Market Efficiency;

   Sammanfattning : We investigate (1) whether Piotroski's (2000) simple financial statement analysis can successfully be applied to the UK market in a more recent time period (1991-2008) and (2) whether the observed return patterns indicate abnormal returns. Piotroski shows that his strategy increases market-adjusted returns by 7. LÄS MER