Essays about: "Oliver Eliassen"

Found 1 essay containing the words Oliver Eliassen.

  1. 1. Making Smart Money : An Evaluation of Fundamental Smart Beta Investment Strategies

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Oliver Eliassen; Amelie Dahlgren; [2017]
    Keywords : Alpha; Abnormal Returns; Smart Beta; Fundamental Indexation; Market Model; Value Investing; Swedish Stock Exchange;

    Abstract : In recent decades, many investors have abandoned hopes of achieving above market returns through active management, and consigned themselves to passive investing in the form of market capitalization based portfolios. Using Swedish stock exchange data from 2002-2016, this thesis investigates if there is a way to harmonize the strengths of active management, yielding potential above market returns, and passive index investing, implying lower fees and transparency. READ MORE