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Methods of Portfolio Investment in Stocks of "Growth" and "Value" on the Example of the Russian Stock Market

Student: Denis Luzyanin

Supervisor: Nikolay I. Berzon

Faculty: Faculty of Economic Sciences

Educational Programme: Financial Engineering (Master)

Year of Graduation: 2020

This paper presents research of efficiency of portfolio investment strategies based on stocks of "value" and "growth" in the Russian stock market for the period from 01.04.2012 to 01.04.2019, considering the hypothesis of the preference of "value" strategies in terms of profitability. As part of this work 12 portfolios were built with various strategies and criteria for selecting shares for building a portfolio. The main methods of portfolio formation were the optimal portfolio according to G. Markowitz and the portfolio of equal shares.

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