Sökning: "Emil Sandstedt"

Hittade 2 uppsatser innehållade orden Emil Sandstedt.

1. 1. Risk-based Indexation on the Nordic Equity Market

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

   Författare :Emil Sandstedt; Jenny Johansson; [2013]
   Nyckelord :passive investment strategy; market-capitalization weighted index; risk-weighted indexation;

   Sammanfattning : By convention and with support of CAPM's theoretical framework, stock indexes have for a long time been market-capitalization weighted. Among the alternative approaches that have gained in popularity are risk-weighted indexation methods, as it has been shown that they offer superior risk-return trade-off compared to the traditional market-capitalization weighted indexes. LÄS MER

3. 2. Exploring the Momentum Strategy

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

   Författare :Emil Sandstedt; Alexander Wojt; [2011]
   Nyckelord :Momentum; Trading Strategy; Contrarian behavior;

   Sammanfattning : During different periods in history, buying past winners and selling past losers have proven a profitable strategy when applied to portfolios consisting of stocks. Naturally, if such an opportunity exists it should after a while disappear as arbitrageurs profit. LÄS MER