Alfavärdens stabilitet - En undersökning om alfavärdens hållbarhet över en längre tidsperiod
This study aims to contribute to solving the mystery associated with smart investment strategies. It seems impossible to find an extraordinary investment strategy that can outperform the usual returns on the market. Including 116 stocks from Stockholmsbörsens large and mid cap, this study examines if alpha values are stable over time, and if so an investment in a portfolio based on high alpha valu
