Essays about: "André Aho"
Found 1 essay containing the words André Aho.
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1. Statistical arbitrage : Can a pairs trading strategy beat a buy-and-hold strategy?
University essay from Uppsala universitet/Statistiska institutionenAbstract : In this thesis, the aim is to investigate whether a pairs trading strategy on Swedish stocks can generate a higher risk-adjusted return compared to a buy-and-hold strategy on a benchmark index. The benchmark index is the OMX Stockholm Benchmark-index (OMXSBPI), which is an index that should reflect the Swedish market in general. READ MORE
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