Sökning: "Peter Arnström"

Hittade 2 uppsatser innehållade orden Peter Arnström.

1. 1. Do list-changes create Abnormal Returns: Evidence from the Swedish and Norwegian stock markets

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Kristoffer Hess Haugsöen; Peter Arnström; [2011]
   Nyckelord :Management of enterprises; Företagsledning; management; Business and Economics;

   Sammanfattning : Abstract of thesis (max 8000 characters).... LÄS MER

3. 2. Kvantitativt förvaltade hedgefonder - En jämförelse mellan kvantitativt och traditionellt förvaltade hedgefonder

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Peter Arnström; Erik Hedlund; [2010]
   Nyckelord :economic systems; economic theory; econometrics; Economics; Jensens Alpha; Treynor ration; Quantitative management; risk adjusted return; Hedge funds; Sharpe Ratio; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Sammanfattning : The purpose is to compare quantitatively managed funds with other hedge funds and the stock market to see if quant funds perform better than the other groups Methodology: A quantitative methodology is used to collect and analyze historical data over the fund group’s performance. The data is then applied to commonly used measures of performance to conduct the study. LÄS MER