Sökning: "Love Westin"

Hittade 4 uppsatser innehållade orden Love Westin.

  1. 1. Utilizing short-term noise in non-efficient markets by paired assets : -Introducing the Technical AMH trader

    Master-uppsats, Umeå universitet/Nationalekonomi

    Författare :Love Westin; [2019]
    Nyckelord :;

    Sammanfattning : In this paper, we present an algorithmic implementation of a pairs trading strategy on the OMXS during the years from 2010 until 2018. In our case, the trading algorithm is based on the Adaptive Market Hypothesis (AMH) theory. Hence, the algorithm scans the market for temporary inefficient behaviour, as defined by AMH. LÄS MER

  3. 2. Efficiency of Swedish equity funds – A DEA approach

    Magister-uppsats, Umeå universitet/Nationalekonomi

    Författare :Love Westin; [2017]
    Nyckelord :;

    Sammanfattning : The purpose of this study is to evaluate the efficiency of Swedish equity funds. Funds are evaluated with a model for Data Envelopment Analysis (DEA). The suggested DEA model gives a method to rate equity funds entirely based on economic theory, such as Modern Portfolio Theory and the Efficient Market Hypothesis. LÄS MER

  4. 3. Vad påverkar OMX Real Estate -Substansvärde eller OMXS30?

    Kandidat-uppsats, Umeå universitet/Nationalekonomi

    Författare :Love Westin; [2016]
    Nyckelord :Share; OMXS30 Index; Vector autoregression; Granger causality; OMXS Real Estate Index; Real estate market value; IPD Swedish real estate index SFI ;

    Sammanfattning : The question in the study is to what extent the Swedish Real estate sector index acts as a follower of larger and broader stock indexes, and to what extent the index follows the asset values owned by the real estate companies in the asset market? The study is interesting for those trying to understand the development of share values in the Swedish real estate market as well as for those interesting in the “efficient market hypothesis”. The study makes an econometric analysis of the relationship between OMXS30, OMXS Real Estate PI, and the asset value of properties owned by Swedish real estate companies. LÄS MER

  5. 4. Overturning the Notion of White Supremacy in Adventures of Huckleberry Finn

    Kandidat-uppsats, Avdelningen för humaniora

    Författare :Anna-Karin Westin; [2012]
    Nyckelord :American literature; Huckleberry Finn; postcolonialism; white supremacy;

    Sammanfattning : This essay discusses how Mark Twain in the novel Adventures of Huckleberry Finn uses the description of the white American Christian civilization in order to overturn the colonial notion of white supremacy. This is done through juxtaposing the characterization of the people of the white American civilization and the people that are alienated or ‘other’. LÄS MER