Essays about: "Fredrik Thörning"

Found 1 essay containing the words Fredrik Thörning.

  1. 1. Financial Behavior and the Momentum Strategy

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Olle Josefsson; Emil Eliasson; Fredrik Thörning; [2018]
    Keywords : Behavioral Finance; Momentum Strategy; CAPM; Sharpe Ratio and Trading; Business and Economics;

    Abstract : Title: Financial Behavior and the Momentum Strategy Seminar date: 2018-05-31 Course: FEKH89, Bachelor’s Degree Project in Financial Management, Business Administration, Undergraduate Level, 15 ECTS Authors: Emil Eliasson, Olle Josefsson, Fredrik Thörning Advisor: Maria Gårdängen Purpose: The authors of this thesis aim to study if it is possible to generate a better Sharpe ratio within the CAPM-theory using a mathematical model to buy and sell a risky asset depending on the market volatility. The authors then aim to explain the changes in volatility by discussing anomalies in the market. READ MORE