A Development of a Quantitative Stock Selection Model for Swedish Mid/Large Cap Stocks
(2009)Department of 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. Twelve explanatory variables are being analysed through a strictly quantitative perspective and finally put together to one ready-to-use price predicting model based on six fundamental and technical values.
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/1338201
- author
- Hägnesten, Stefan
- supervisor
- organization
- year
- 2009
- type
- M2 - Bachelor Degree
- subject
- 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
- language
- English
- id
- 1338201
- date added to LUP
- 2009-02-07 00:00:00
- date last changed
- 2010-08-03 10:52:04
@misc{1338201, 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. Twelve explanatory variables are being analysed through a strictly quantitative perspective and finally put together to one ready-to-use price predicting model based on six fundamental and technical values.}}, author = {{Hägnesten, Stefan}}, language = {{eng}}, note = {{Student Paper}}, title = {{A Development of a Quantitative Stock Selection Model for Swedish Mid/Large Cap Stocks}}, year = {{2009}}, }