Sökning: "Trading strategy"

Visar resultat 1 - 5 av 210 uppsatser innehållade orden Trading strategy.

  1. 1. ENHANCING MOMENTUM PROFITS THROUGH VOLATILITY TIMING AND COST MITIGATION TECHNIQUES

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Nguyen Cao; Natalia Vdovina; [2019-07-02]
    Nyckelord :momentum; momentum strategy; momentum crash; volatility; transaction costs; turnover; return; volatility adjusted momentum; volatility timing;

    Sammanfattning : MSc in Finance.... LÄS MER

  2. 2. The Challenges of a Swedish SME in Entering the Chinese market - A case study on the market entry process of Cibes Lift Group AB to the Chinese market

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Malthe Vesström; Syed Nabil Raiyan; [2019-03-19]
    Nyckelord :SME; internationalization; emerging market; China; barriers; internal; external; challenges;

    Sammanfattning : MSc in International Business and Trade.... LÄS MER

  3. 3. THE ISLAND IN BETWEEN Creating a Sustainable District by using its local green qualities as backbone for the development

    Master-uppsats, Lunds universitet/Institutionen för arkitektur och byggd miljö

    Författare :Teresa Arana Aristi; [2019]
    Nyckelord :Sustainable Urban Design Landscape Nature Green qualities Mobility Cultural Heritage Densification Integration of functions Aalborg Municipality Denmark; Arts and Architecture;

    Sammanfattning : From a reputation of an industrial and trading city, Aalborg has changed into a contemporary university city, with a strong development of creative clusters in knowledge-based industries. Nowadays the Vækstaksen, an urban growth axis set by the municipality, has become the driving force in the city’s development to avoid further sprawl. LÄS MER

  4. 4. Algorithmic Trading and Prediction of Foreign Exchange Rates Based on the Option Expiration Effect

    Master-uppsats, KTH/Matematisk statistik

    Författare :Sina Mozayyan Esfahani; [2019]
    Nyckelord :Option expiration effect; option relevance coefficient; algorithmic trading; time series analysis; GARCH-X.; Effekten av optioners förfall; optionsrelevanskoefficient; algoritmisk handel; tidsserieanalys; GARCH-X.;

    Sammanfattning : The equity option expiration effect is a well observed phenomenon and is explained by delta hedge rebalancing and pinning risk, which makes the strike price of an option work as a magnet for the underlying price. The FX option expiration effect has not previously been explored to the same extent. LÄS MER

  5. 5. Chasing Sustainable Stocks: A Superior Investment Decision? - An ESG Investment Study

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

    Författare :Sebastian Johansson; Gustav Nilsson; [2019]
    Nyckelord :ESG; Socially Responsible Investing; Trading Strategy; Portfolio Performance;

    Sammanfattning : Sustainable investing is trending, amounting to $30 trillion in assets under management world-wide in 2018 and it is predicted to grow even larger in the years to come. This thesis studies ESG portfolio performance of three comparable portfolios, a Sustainable, a Good Enough and an Unsustainable portfolio constructed using ESG-score in relation to their Global Industrial Classification Standard (GICS), between 2004 - 2018 in the U. LÄS MER