Essays about: "DJIA"

Showing result 1 - 5 of 6 essays containing the word DJIA.

  1. 1. Black Swan Investments : How to manage your investments when the market is in distress

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : William Knutsson; David Ekeroth; [2020]
    Keywords : Black Swans; mean reversion; beta; investment strategy; volatility; CAPM; Sharpe ratio; DJIA;

    Abstract : This study examines how investors can take advantage of Black Swan events by applying an investment strategy that involves investing in stocks that have performed badly during Black Swan events. The stocks are chosen from and compared to the Dow Jones Industrial Average Index. READ MORE

  3. 2. Relationship between currency carry trade and DAX & DJIA

    University essay from Umeå universitet/Företagsekonomi

    Author : Ioanna Nikoli; Md Mosharof Hossain; [2015]
    Keywords : Business Administration; Currency carry; DAX; DJIA; EGARCH [1; 1]; Finance; Granger; Ioanna; Mosharof; VAR; Umeå;

    Abstract : Abstract:   The last decade currency carry trade has gained a lot of popularity because of their apparent profitability. It is a strategy that has been developed to exploit violations of the Uncovered Interest Rate Parity. READ MORE

  4. 3. Stock Forecasting Using Artificial Neural Networks

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Daniel Millevik; Michael Wang; [2015]
    Keywords : ;

    Abstract : This paper studies the potential of artificial neural networks (ANNs) in stock forecasting. It also investigates how the number of neurons in the network, as well as the distribution of the training data into training, validation and testing sets, affect the accuracy of the network. READ MORE

  5. 4. Constructing an Index Fund Using Interior Point Primal- Dual Method

    University essay from Akademin för utbildning, kultur och kommunikation

    Author : Kamta Celestin; Sampid Marius Galabe; [2011]
    Keywords : Index fund; interior point method; primal dual method; linear programming model;

    Abstract : Optimization methods nowadays play a very important role in financial decisions such as portfolio managements, construction of index funds and pension funds.  This Master Thesis is devoted to the problem of an index fund construction. READ MORE

  6. 5. Are international stock markets correlated? : Comparing NIKKEI, Dow Jones and Dax in the periods 1991-2000 and 2001-2010

    University essay from IHH, Nationalekonomi

    Author : Yang Fan; [2011]
    Keywords : International stock markets; cointegration;

    Abstract : With the process of financial globalization, many thousands of stock traders and stock brokers endeavor to seek the best portfolio diversification. Ever since the emergence of stock exchanges, whether international stock/equity markets are correlated or not generates more and more attention by investors. READ MORE