Essays about: "Gustav Fernström"

Found 1 essay containing the words Gustav Fernström.

  1. 1. Beating the Benchmark - an Active Trading Strategy Based on Contrarian Trends and Jump Detection

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Linus Svensson; Gustav Fernström; [2006]
    Keywords : Contrarian trading; Extreme price changes; Jump detection; Black-Litterman; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : Extreme price changes are identified in the stock market and related to jumps in the price process. After such extreme events, a reverting (also called contrarian) trend is examined. READ MORE