Sökning: "Pavel Lisev"
Hittade 1 uppsats innehållade orden Pavel Lisev.
1. Pairs Trading: Evaluation of profitability and risks on the Swedish stock market
Master-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : 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
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