Analyse af aktieallokering på sektorniveau: Baseret på egen model

Kasper Nielsen

Student thesis: Master thesis


The aim of this thesis is to create a simple model which can be used together with other tools for equity allocation on sector level. Recent trends have changed the focus from country to sector allocation and this is especially the case within European equities. Consequently this thesis focuses on the 38 sectors in the European ex emerging market index. The data series consist of monthly observations from 1980 to 2008.

EducationsMSc in Finance and Accounting, (Graduate Programme) Final Thesis
Publication date2009
Number of pages95