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Publicação
Hybrid investment strategy active portfolio management–US stock market
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Orientador(es)
Resumo(s)
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.
Descrição
Palavras-chave
CAPM Active investment strategy Fundamental analysis Technical analysis