Sökning: "Marc Window"

Hittade 2 uppsatser innehållade orden Marc Window.

1. 1. Security in Precision Agriculture : Vulnerabilities and risks of agricultural systems

   Master-uppsats, Luleå tekniska universitet/Datavetenskap

   Författare :Marc Window; [2019]
   Nyckelord :;

   Sammanfattning : .... LÄS MER

3. 2. Pairs Trading: Evaluation of profitability and risks on the Swedish stock market

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Pavel Lisev; Marc Schurer; [2015]
   Nyckelord :cointegration; pairs trading; market-neutrality; rolling window backtest; OMX; Business and Economics;

   Sammanfattning : The turbulent market environment experienced over the last decades has attracted the broad interest of institutional and retail investors towards non-directional and absolute return investment strategies. The scope of this paper mainly concerns the investigation of whether a pairs trading strategy based on the cointegration approach generates excess returns on the Swedish equity market or fails to meet initial expectations. LÄS MER