Essays about: "Joakim Sandqvist"

Found 1 essay containing the words Joakim Sandqvist.

  1. 1. A Framework For Analysing Investable Risk Premia Strategies

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : Joakim Sandqvist; Erik Byström; [2014]
    Keywords : Risk premia; cluster tree; spanning tree; principal component analysis; macroeconomics; Riskpremier; cluster tree; spanning tree; principal component analysis; makroekonomi;

    Abstract : The focus of this study is to map, classify and analyse how different risk premia strategies that are fully implementable, perform and are affected by different economic environments. The results are of interest for practitioners who currently invest in or are thinking about investing in risk premia strategies. READ MORE