Please use this identifier to cite or link to this item:
|Title:||Performance of Value-Investing Strategies: Swedish Evidence, 2000-2010|
|Series/Report no.:||Master Degree Project|
|Abstract:||The main objective of this study is to provide updated empirical evidence on the risk-return performance of “value-investing” portfolio selection strategies in a survivorship bias controlled setting. We cover non-Financial firms publically traded in Sweden during the time period of July 2000 to June 2010. The study evaluates whether yearly rebalanced value investing strategies outperform the broader market in absolute and risk-adjusted total returns and whether “glamour” strategies, the opposi... more|
|Description:||MSc in Finance|
|Appears in Collections:||Master theses|
This item has been viewed 252 times.