Publicação
MarketOpolis: a market simulation based on investors decisions: a case sStudy on Apple Inc.
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Lameira, Pedro | |
| dc.contributor.author | Souto, Pedro Alexandre Calheiros | |
| dc.date.accessioned | 2016-03-08T10:45:02Z | |
| dc.date.available | 2016-03-08T10:45:02Z | |
| dc.date.issued | 2016-01 | |
| dc.description.abstract | This study aims to replicate Apple’s stock market movement by modeling major investment profiles and investors. The present model recreates a live exchange to forecast any predictability in stock price variation, knowing how investors act when it concerns investment decisions. This methodology is particularly relevant if, just by observing historical prices and knowing the tendencies in other players’ behavior, risk-adjusted profits can be made. Empirical research made in the academia shows that abnormal returns are hardly consistent without a clear idea of who is in the market in a given moment and the correspondent market shares. Therefore, even when knowing investors’ individual investment profiles, it is not clear how they affect aggregate markets. | pt_PT |
| dc.identifier.tid | 201529580 | |
| dc.identifier.uri | http://hdl.handle.net/10362/16697 | |
| dc.language.iso | eng | pt_PT |
| dc.subject | Investors’ iInvestment decisions | pt_PT |
| dc.subject | Market simulation | pt_PT |
| dc.subject | Market efficiency hypothesis | pt_PT |
| dc.title | MarketOpolis: a market simulation based on investors decisions: a case sStudy on Apple Inc. | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics | pt_PT |