Essays about: "Jonas Nihlén"

Found 1 essay containing the words Jonas Nihlén.

  1. 1. Excess Returns with Black Swan Investing on the Indian Stock Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jonas Nihlén; Jakob Malm; [2014]
    Keywords : Black Swan; Mean Reversion; Beta; Excess Returns; Emerging Markets; India; Business and Economics;

    Abstract : Previous studies have shown a significant relation between the beta value and return of a stock. In our study we show that excess returns on the National Stock Exchange in India can be obtained by using a Black-Swan investment strategy, with beta as a portfolio- building tool. READ MORE