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Effectiveness And Efficiency Of Investment Strategies: A Simulation Model, Ellen Ramsey
Effectiveness And Efficiency Of Investment Strategies: A Simulation Model, Ellen Ramsey
Graduate Student Dissertations, Theses, Capstones, and Portfolios
This dissertation, through an historical study, attempts to give the reader a clear depiction of different types of investment strategies. The four diverse investment strategies, as compared to the Optimal Strategy, were tested from December 1, 1997, through January 30, 2001 Three years of daily closing price data was obtained and utilized within a simulated model. Ten stocks, from ten diverse sectors, listed on the S&P 500 as well as the National Association of Investment Clubs (NAIC) 1999 Individual Investor's Top 100 Index, were analyzed and evaluated for each investment strategy over the duration of the study. By using Standard …