Assessment of the Effectiveness of Investment Strategies

Student: Khaykhan Aleksey

Educational Programme: Financial Engineering (Master)

Year of Graduation: 2020

This work is devoted to assessing the efficiency of investment strategies in low-risk anomaly in the US stock market. The study was conducted on stocks from the S&P 500 over past 20 years. The results show that this type of strategy outperforms index investing for a variety of criteria of efficiency.

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