Essays about: "annual portfolio adjustment"
Found 2 essays containing the words annual portfolio adjustment.
-
1. A Blindfolded Monkey as Portfolio Manager
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This study aims to investigate whether chance can beat an actively managed equity fund during a ten-year period on the Swedish stock market. Since the stock market consists of fierce competition among investors, the EMH would suggest that stock price movements should not be far from reflecting all available information. READ MORE
-
2. Simple Financial Analysis and Abnormal Stock Returns - Analysis of Piotroski's Investment Strategy
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : We investigate (1) whether Piotroski's (2000) simple financial statement analysis can successfully be applied to the UK market in a more recent time period (1991-2008) and (2) whether the observed return patterns indicate abnormal returns. Piotroski shows that his strategy increases market-adjusted returns by 7. READ MORE