Sökning: "Pascal Dettwiler"

Hittade 2 uppsatser innehållade orden Pascal Dettwiler.

1. 1. Pairs Trading in Swedish Investment Companies

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Pascal Dettwiler; Edvin Larsson; [2019]
   Nyckelord :Pairs trading; Investment Company; Traded at Discount; Bollinger Bands; Moving Average; Trading Strategy; Algorithmic Trading; Algo trading; Business and Economics;

   Sammanfattning : The purpose of this paper is to examine if it is possible to profitably implement a market neutral trading strategy, so-called "pairs trading", on three different Swedish investment companies. It can be concluded that applying a pairs trading strategy on [these three] Swedish investment companies and their underlying listed assets has the potential to beat the market Sharpe ratio. LÄS MER

3. 2. Näringslivsregleringar och ekonomisk tillväxt

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Pascal Dettwiler; Sofia Fors; [2018]
   Nyckelord :economic growth; Ease of Doing Business Index; panel data; starting a business; paying taxes; Business and Economics;

   Sammanfattning : Ease of Doing Business Index is published every year by the World Bank, and is used to describe how simple it is to start-up and run a business in different parts of the world. The index is constructed by eleven indicators, which are based upon around forty underlying variables. LÄS MER