Essays about: "Greenblatt"
Showing result 1 - 5 of 7 essays containing the word Greenblatt.
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1. Sublime Transactions. The Gestures of Poetry and Criticism with Anne Carson, the Scholar-Poet
University essay from Lunds universitet/Masterprogram: Litteratur - Kultur – MediaAbstract : The 20th century, as well as the 21st, is ripe with hermeneutic anxiety concerning the survival of the object of interpretation and the right way to study literature. In this thesis, the Canadian scholar-poet Anne Carson is studied as a framework to an understanding of how poetry and literary criticism – the event of hermeneutics – co-occur, converge, and diverge. READ MORE
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2. Magic Formula has its magic and Momentum has its moments. : -A study on magic formula and momentum on the Swedish stock market.
University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)Abstract : The study examines how the investment strategy Magic Formula (Greenblatt, 2006) has performed on the Swedish stock market. It is also investigated how the performance is affected when the strategy is combined with momentum. READ MORE
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3. Value investing; A quest for alpha in the Nordic region - Back-testing the strategies developed by Joel Greenblatt and Joseph Piotroski
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : This thesis evaluates the performance of the Magic formula and F-score. The investment strategies are applied to the entire Nordic region over the period of 2005-2015 and the returns evaluated using the CAPM and Fama & French's three-factor model. READ MORE
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4. Value Investing on the Nordic Stock Market - Does the Magic Formula constitute a viable strategy for outperforming the market?
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In this thesis we investigate if following the magic formula can yield superior investment returns in relation to the risk taken. The magic formula is a term coined by Joel Greenblatt, describing a systematic approach to successful stock investing. READ MORE
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5. Backtesting the Magic Formula in the Brazilian Stock Market
University essay from Göteborgs universitet/Graduate SchoolAbstract : This thesis performs a backtest of the Magic Formula for the Brazilian stock market in the period between 2006 and 2015. The Magic Formula methodology is a stock picking strategy that combines Return on Capital and Earnings Yield factors in a ranking system aiming to outperform the market average. READ MORE