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Found 1 essay matching the above criteria.

1. 1. A Development of a Quantitative Stock Selection Model for Swedish Mid/Large Cap Stocks

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Stefan Hägnesten; [2009]
   Keywords : Factor analysis; Multi Factor Model; Quantitative analysis; Stock prediction; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : In this thesis an extensive development of a multi factor model in the effort to predict stock returns in the Swedish markets is undertaken. The aim is not only to create an easy to use and yet accurate model to assist in investment choices, but also to create a better understanding of which of the underlying fundamental and technical values explain future performance of large and mid cap stocks. READ MORE