Essays about: "Emil Sandstedt"

Found 2 essays containing the words Emil Sandstedt.

1. 1. Risk-based Indexation on the Nordic Equity Market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Emil Sandstedt; Jenny Johansson; [2013]
   Keywords : passive investment strategy; market-capitalization weighted index; risk-weighted indexation;

   Abstract : By convention and with support of CAPM's theoretical framework, stock indexes have for a long time been market-capitalization weighted. Among the alternative approaches that have gained in popularity are risk-weighted indexation methods, as it has been shown that they offer superior risk-return trade-off compared to the traditional market-capitalization weighted indexes. READ MORE

3. 2. Exploring the Momentum Strategy

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Emil Sandstedt; Alexander Wojt; [2011]
   Keywords : Momentum; Trading Strategy; Contrarian behavior;

   Abstract : During different periods in history, buying past winners and selling past losers have proven a profitable strategy when applied to portfolios consisting of stocks. Naturally, if such an opportunity exists it should after a while disappear as arbitrageurs profit. READ MORE