Sökning: "Niklas Oderud"

Hittade 1 uppsats innehållade orden Niklas Oderud.

  1. 1. Commodity Based Momentum Strategies

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

    Författare :Niklas Oderud; Daniel Thorsson; [2014]
    Nyckelord :Momentum; commodities; alternative investments; investment strategies;

    Sammanfattning : This paper examines the profitability, diversification benefits and risks related to momentum strategies applied in the commodity futures markets during the sample period 1999 - 2013. The analysis is based individually on commodity momentum strategies as well as a comparison to momentum strategies applied in equity markets. LÄS MER