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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Ekaterina Dubova
The Increase in the Efficiency of the Formation of the High-Dividend Portfolios on the Russian Stock Market
Economics
(Bachelor’s programme)
2018
This paper is dedicated to the creation of the strategy based on the high-dividend portfolios formation. The purpose of this study is to adjust the classical one to the specific nature of the Russian stock market through increasing the efficiency of its implementation by adding filters on a financial performance and changing the current baseline. To achieve this goal, this research project will therefore seek to identify and investigate the potential financial indicators which could successfully complement the classical version. The analysis of profitability and risk indicators will be applied to more than 100 thousand of portfolios during the whole period from 2007 to 2017. Thus, we expect the obtained model to demonstrate higher rates of return eliminating inherent disadvantages of the traditional concept of high-dividend investing.

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