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Portfolio Management

P/F/295. Security Investment Analysis

WORDS:
3800
DATE:
2005
PRICE:
39.99 GBP

The paper selects 25 stocks from the constituents of the FT-All share index, collects weekly share price data for 6 years ending December 31, 2003 and analyses the risk-return profile of each sample stock. Then the paper collects earnings per share (EPS) of your sample stocks for the last 6 years, designs trading strategies on the basis of prior changes (one year lag) in EPS and estimates the returns from the chosen strategy. After that the paper constructs an optimum portfolio using the sample stocks, tests the efficiency of the portfolio and evaluates the time series properties of the portfolio returns. Then the paper evaluates the performance of the portfolio constructed above using two recognised techniques. And the paper estimates the returns from the sample stocks adopting any style investment chosen strategy. (Then the paper constructs a profit and loss account of the investment strategies examined above and recommends the best trading strategy. And lastly the paper discusses the possible sources of profit/loss of each of the strategies adopted.

 

KEYWORDS: f, security, investment,

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