Essays about: "Emil Nygren"

Found 1 essay containing the words Emil Nygren.

  1. 1. Beating the Swedish Market : A dynamic approach to Value Investing using Modern Portfolio Theory

    University essay from Institutionen för ekonomi och företagande

    Author : Viktor Karlsson; Emil Nygren; [2012]
    Keywords : Behavioural Finance; Capital Asset Pricing Model; Contrarian; Efficient Market Hypothesis; Glamour stocks; Investment Strategy; Market-to-Book-Value; Minimum-Variance; Modern Portfolio Theory; Risk-adjusted performance; Stock screening; Value stocks;

    Abstract : Previous research has confirmed the existence of a value premium in a wide array of markets and using this value stock anomaly has yielded superior performance. This thesis investigates if one could take advantage of the existence of a value premium to deploy a dynamic investment strategy on the Swedish stock market (OMXS30) with focus on minimizing risk to achieve higher risk adjusted performance than the stock market index. READ MORE