Essays about: "Magdalena Stefanovska"

Found 1 essay containing the words Magdalena Stefanovska.

  1. 1. The Effects of Equal Weighting and Rebalancing on Portfolio Performance

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Magdalena Stefanovska; [2020]
    Keywords : Equal weighting; rebalancing; Swedish stock market; equity portfolio; contrarian; idiosyncratic risk; four-factor model; Business and Economics;

    Abstract : This study compares the performance of equal- and value-weighted portfolios using a broad investment universe consisting of the stocks from the Swedish stock market. While implementing random sampling in the portfolio construction procedure, three rebalancing schemes are applied on the equally weighted portfolio in order to observe differences in performance among these. READ MORE