Hybrid investment strategy active portfolio management – US stock market


Autoria(s): Amado, Francisco
Contribuinte(s)

Pereira, João

Data(s)

22/03/2016

01/01/2016

30/01/2019

Resumo

This thesis aims to develop an alternative active managed portfolio strategy based on companies‟ Fundamental and Technical Analysis and analyze its finals results. There is a big distinction between the two approaches and the main objective is to understand if it is possible to take advantage of both. With this in mind a Hybrid investment strategy for the US stock market, due to its dimension and liquidity, which was able to outperform the S&P 500 index, the benchmark, during both Bear and Bull Markets between 2000 and 2015.

Identificador

http://hdl.handle.net/10362/16856

Idioma(s)

eng

Direitos

embargoedAccess

Palavras-Chave #CAPM #Portfolio Theory #Active investment strategy #Fundamental analysis #Technical analysis #Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Tipo

masterThesis