NSP work project investment styles
| Autor(a) principal: | |
|---|---|
| Data de Publicação: | 2016 |
| Tipo de documento: | Dissertação |
| Idioma: | eng |
| Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
| Texto Completo: | http://hdl.handle.net/10362/16750 |
Resumo: | This paper analyzes the Nova Student Portfolio (NSP) with the objective to understand performances of the fund. Each investment style has been analyzed (growth, value and momentum) in order to highlight what style allocation contributed positively and which had a negative impact. The results show that the team mainly invested in value stocks, which contributed positively but that its growth investments had a negative impact on the stock picking performance. The stock selection shows a major influence of the value investment style. A statistical approach shows that the market factor was the one explaining the most the NSP returns. |
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NSP work project investment stylesDomínio/Área Científica::Ciências Sociais::Economia e GestãoThis paper analyzes the Nova Student Portfolio (NSP) with the objective to understand performances of the fund. Each investment style has been analyzed (growth, value and momentum) in order to highlight what style allocation contributed positively and which had a negative impact. The results show that the team mainly invested in value stocks, which contributed positively but that its growth investments had a negative impact on the stock picking performance. The stock selection shows a major influence of the value investment style. A statistical approach shows that the market factor was the one explaining the most the NSP returns.Lameira, PedroRUNDamas, Florian2016-03-10T15:55:20Z2016-012016-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfapplication/pdfhttp://hdl.handle.net/10362/16750TID:201529629enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T03:53:56Zoai:run.unl.pt:10362/16750Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:23:27.571388Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
| dc.title.none.fl_str_mv |
NSP work project investment styles |
| title |
NSP work project investment styles |
| spellingShingle |
NSP work project investment styles Damas, Florian Domínio/Área Científica::Ciências Sociais::Economia e Gestão |
| title_short |
NSP work project investment styles |
| title_full |
NSP work project investment styles |
| title_fullStr |
NSP work project investment styles |
| title_full_unstemmed |
NSP work project investment styles |
| title_sort |
NSP work project investment styles |
| author |
Damas, Florian |
| author_facet |
Damas, Florian |
| author_role |
author |
| dc.contributor.none.fl_str_mv |
Lameira, Pedro RUN |
| dc.contributor.author.fl_str_mv |
Damas, Florian |
| dc.subject.por.fl_str_mv |
Domínio/Área Científica::Ciências Sociais::Economia e Gestão |
| topic |
Domínio/Área Científica::Ciências Sociais::Economia e Gestão |
| description |
This paper analyzes the Nova Student Portfolio (NSP) with the objective to understand performances of the fund. Each investment style has been analyzed (growth, value and momentum) in order to highlight what style allocation contributed positively and which had a negative impact. The results show that the team mainly invested in value stocks, which contributed positively but that its growth investments had a negative impact on the stock picking performance. The stock selection shows a major influence of the value investment style. A statistical approach shows that the market factor was the one explaining the most the NSP returns. |
| publishDate |
2016 |
| dc.date.none.fl_str_mv |
2016-03-10T15:55:20Z 2016-01 2016-01-01T00:00:00Z |
| dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
| dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
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masterThesis |
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publishedVersion |
| dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10362/16750 TID:201529629 |
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http://hdl.handle.net/10362/16750 |
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TID:201529629 |
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eng |
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eng |
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info:eu-repo/semantics/openAccess |
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openAccess |
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application/pdf application/pdf |
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RCAAP |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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