Hybrid investment strategy active portfolio management – US stock market
Contribuinte(s) |
Pereira, João |
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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 | |
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 |