Winner Strategies in Crisis

Research background: Since the publication of Markowitz’ Portfolio Selection Theory, researchers and practitioners have been searching for optimal structure investment portfolios. An unlimited number portfolio-based strategies created since 1952. However, none these seem to continuously generate overperformance over a long time period. This may also be due strong dynamics economic development other external factors. Purpose article: The aim this article is analyze which are successful in generating winning portfolios times crisis. Three types crises considered: first, bursting dot-com bubble 2001, second, financial crisis 2008, finally, performance impact corona Methods: data S&P 500 STOXX Europe 600 companies analyzed. first step statistical review different periods with focus on analysis years. Subsequently, formation carried out according known key figures such as high-low PE ratio, market-to-book others. In form regression analysis, selected fundamental used statistically check their relevance performance. Findings & Value added: results shows that all similarities certain they show digital business model able manage better than those without model.