Sökning: "Elin Härén"

Hittade 1 uppsats innehållade orden Elin Härén.

  1. 1. Do sell-side participants in the financial industry produce profitable stock selections when compensation is linked to performance?: An evaluation of a performance based trading system in Sweden

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Elin Härén; Maria Teilman; [2010]
    Nyckelord :Pairs-trading; Market neutral; Performance persistence; Incentive contracts; Sortino ratio;

    Sammanfattning : Nordinvest is the first buy-side agent on the Swedish financial market that has changed the business model to the sell-side by the implementation of a trading system that bases compensation according to performance. This thesis describes Nordinvest’s performance based trading system and evaluates whether the system is fulfilling its objectives and if it constitutes a profitable investment alternative. LÄS MER