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Hittade 2 uppsatser som matchar ovanstående sökkriterier.

  1. 1. A Sober Walk Down Wall Street, Risks and Benefits of a Trend Following Strategy

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

    Författare :Truls Stattin; Sofia Wärmlöf Helmrich; [2014]
    Nyckelord :Trend following; Time series momentum; Divergent trading strategy; Futures;

    Sammanfattning : This thesis examines an investment strategy referred to as trend following. We construct a rule-based trading algorithm, built solely on past prices and volatility, aiming at capturing trends in futures markets. LÄS MER

  2. 2. Propensity to Pay Dividends A Test of The Life Cycle Theory

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

    Författare :Jimmy Hallberg; Sofia Helmrich; [2012]
    Nyckelord :The life cycle theory; dividends; retained earnings; firm maturity; share repurchases;

    Sammanfattning : A firm can distribute cash to its shareholders through dividends and share repurchases. Within the area of dividend policy, there is a plethora of previous research studying factors driving a firm to distribute, or not to distribute, cash to its owners. LÄS MER