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1. 1. Testing the Adaptive Markets Hypothesis : An examination of the variability of the risk-return trade-off over time and in different market environments

   University essay from Södertörns högskola/Företagsekonomi

   Author : Steve Sherlock; [2018]
   Keywords : Adaptive markets hypothesis; risk-return trade-off; volatility anomaly; market environment;

   Abstract : A new hypothesis, The Adaptive Markets Hypothesis (AMH), is applied to the Swedish stockmarket context by testing the variability of the risk-return trade-off over different investment horizons and market environments. Yearly returns and volatility are measured on OMXS30 index between1986 and 2017 over a variety of different investment horizons. READ MORE