Browsing by Author "Nilsson, Felix"

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    Att expandera som svenskt e-handelsföretag En kvalitativ analys av den svenska e-handelsmarknaden och Sweef ABs möjligheter att expandera till nya marknader
    (2021-06-28) Ericsson, Simon; Nilsson, Felix; University of Gothenburg/Department of Business Administration; Göteborgs universitet/Företagsekonomiska institutionen
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    Enhanced Risk-Adjusted Returns Through Momentum Adaptations - Analysis on Momentum Strategies in the Nordic Stock Market
    (2021-06-30) Nilsson, Felix; Picone, Bastiaan; University of Gothenburg/Graduate School; Göteborgs universitet/Graduate School
    Momentum strategies where one buys past winners and sells past losers are one of the most persistent stock market anomalies, showcasing abnormal returns across different markets, asset classes and time periods. Nevertheless, price momentum has been shown by the financial literature to possess considerable hazards, such as high volatility and crash risks. This has consequently led to the introduction of enhanced momentum strategies including both alpha and idiosyncratic momentum, that aim to provide abnormal returns with less risk. The purpose of the thesis is therefore to investigate and compare momentum strategies in the Nordic stock market to identify which strategy provides the best risk-adjusted returns. The results indicate that momentum profits also exist in the Nordics with support found for both behavioral- and risk-based explanations. Furthermore, the alpha momentum strategy consistently demonstrates superior risk-adjusted returns across multiple settings.