• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site

The use of High-Dividend Strategies in the Russian Stock Market

Student: Osipov Vladimir

Supervisor: Sergey Volodin

Faculty: Faculty of Economic Sciences

Educational Programme: Financial Engineering (Master)

Year of Graduation: 2018

In this paper, we consider the history of the strategy "dogs of the dow", analyze the variations of investment based on dividend payments and try to understand the effectiveness of this kind of investment. The main goal of the work is to analyze the possibility of using the classical dividend approaches in the Russian stock market and to find the most optimal filters for choosing the most profitable assets. To achieve this goal, the following tasks are defined: - Analyze the results of testing the "Dogs of the Dow" strategy in developed and emerging markets in different time periods; - To test the investment strategy on the Russian market, as well as its modifications; - To assess the effectiveness of the investment strategy on the basis of the resulting yield; - To evaluate the results and draw conclusions about the feasibility of the investment strategy in the Russian market. The object of the study is the investment strategy "10 dogs of the Dow". The subject of the study is the effectiveness of the investment strategy "10 dogs of the Dow" in the Russian market.

Student Theses at HSE must be completed in accordance with the University Rules and regulations specified by each educational programme.

Summaries of all theses must be published and made freely available on the HSE website.

The full text of a thesis can be published in open access on the HSE website only if the authoring student (copyright holder) agrees, or, if the thesis was written by a team of students, if all the co-authors (copyright holders) agree. After a thesis is published on the HSE website, it obtains the status of an online publication.

Student theses are objects of copyright and their use is subject to limitations in accordance with the Russian Federation’s law on intellectual property.

In the event that a thesis is quoted or otherwise used, reference to the author’s name and the source of quotation is required.

Search all student theses