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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Nikita Kuznetsov
Testing High-Dividend Strategies in the Russian Stock Market Using Factors of Asset Pricing Models
7
2019
This work is devoted to testing a new approach to the formation of high-dividend portfolios on the Russian stock market through the use of factors of asset pricing models. The Dogs

of the Dow strategy was used as the classical method of portfolio construction. The study introduced modifications that provide the most effective use

this strategy compared to the original version. There was built regression model, which revealed the influence of factors of pricing models on portfolio profitability. The revealed patterns were used to construct modifications of the classical approach. The results were tested on theoretical and practical significance.

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