Essays about: "Frederik Motzet"
Found 1 essay containing the words Frederik Motzet.
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1. Trading on Parsimonious Prediction Models: Simply Genius or Genuinely Too Simplistic? - A 'fundamental analysis'-based test of market efficiency in the U.S.
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : In the mature field of fundamental analysis (FA) and market efficiency tests, the study of Skogsvik & Skogsvik (2010) stands out in that it generates significant abnormal returns using a parsimonious ROE-based investment strategy in the Swedish market. To test the robustness of their results across countries and time periods, the aim of this thesis is twofold: First, it is investigated whether a simple FA-based trading strategy can generate similar excess returns on a large U. READ MORE
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