Analysis of quantitative investment strategies - age-related investing: is firm age a good predictor of future stock returns

Bibliographic Details
Main Author: Alves, João David Vieira
Publication Date: 2023
Format: Master thesis
Language: eng
Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Download full: http://hdl.handle.net/10362/176270
Summary: This study analyses the impact of constructing a quantitative investment strategy based on information regarding firm age. The strategy is constructed based on the view that younger companies tend to outperform their peers, an idea that is verified by the performance results of the strategy. Additionally, the study goes one step further and analyses the impact of combining this information with information regarding the firms’ R&D investment policiesinto a combined information set, then used to construct an additional strategy, whose performance reveals that this combination generates significant returns.
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network_name_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
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spelling Analysis of quantitative investment strategies - age-related investing: is firm age a good predictor of future stock returnsFinanceQuantitative investingFirm ageR&D investingVolatility timingPortfolio managementDomínio/Área Científica::Ciências Sociais::Economia e GestãoThis study analyses the impact of constructing a quantitative investment strategy based on information regarding firm age. The strategy is constructed based on the view that younger companies tend to outperform their peers, an idea that is verified by the performance results of the strategy. Additionally, the study goes one step further and analyses the impact of combining this information with information regarding the firms’ R&D investment policiesinto a combined information set, then used to construct an additional strategy, whose performance reveals that this combination generates significant returns.Hirschey, NicholasRUNAlves, João David Vieira2024-12-06T12:47:56Z2024-01-222023-12-202024-01-22T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/176270TID:203680898enginfo:eu-repo/semantics/openAccessreponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2024-12-09T01:37:31Zoai:run.unl.pt:10362/176270Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-28T19:17:55.514311Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
dc.title.none.fl_str_mv Analysis of quantitative investment strategies - age-related investing: is firm age a good predictor of future stock returns
title Analysis of quantitative investment strategies - age-related investing: is firm age a good predictor of future stock returns
spellingShingle Analysis of quantitative investment strategies - age-related investing: is firm age a good predictor of future stock returns
Alves, João David Vieira
Finance
Quantitative investing
Firm age
R&D investing
Volatility timing
Portfolio management
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
title_short Analysis of quantitative investment strategies - age-related investing: is firm age a good predictor of future stock returns
title_full Analysis of quantitative investment strategies - age-related investing: is firm age a good predictor of future stock returns
title_fullStr Analysis of quantitative investment strategies - age-related investing: is firm age a good predictor of future stock returns
title_full_unstemmed Analysis of quantitative investment strategies - age-related investing: is firm age a good predictor of future stock returns
title_sort Analysis of quantitative investment strategies - age-related investing: is firm age a good predictor of future stock returns
author Alves, João David Vieira
author_facet Alves, João David Vieira
author_role author
dc.contributor.none.fl_str_mv Hirschey, Nicholas
RUN
dc.contributor.author.fl_str_mv Alves, João David Vieira
dc.subject.por.fl_str_mv Finance
Quantitative investing
Firm age
R&D investing
Volatility timing
Portfolio management
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
topic Finance
Quantitative investing
Firm age
R&D investing
Volatility timing
Portfolio management
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
description This study analyses the impact of constructing a quantitative investment strategy based on information regarding firm age. The strategy is constructed based on the view that younger companies tend to outperform their peers, an idea that is verified by the performance results of the strategy. Additionally, the study goes one step further and analyses the impact of combining this information with information regarding the firms’ R&D investment policiesinto a combined information set, then used to construct an additional strategy, whose performance reveals that this combination generates significant returns.
publishDate 2023
dc.date.none.fl_str_mv 2023-12-20
2024-12-06T12:47:56Z
2024-01-22
2024-01-22T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/176270
TID:203680898
url http://hdl.handle.net/10362/176270
identifier_str_mv TID:203680898
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron:RCAAP
instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron_str RCAAP
institution RCAAP
reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
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