Essays about: "Johan Edvardsson"

Found 1 essay containing the words Johan Edvardsson.

  1. 1. Seeking Active Returns - A Study of Restructing Strategies for Equity Index-Linked Notes

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Johan Edvardsson; Karl-Johan Ek; [2013-06-28]
    Keywords : Equity index-linked notes; restructuring; structured products; index-linked products; GARCH 1; 1 ; principal-protection; time series analysis;

    Abstract : Aim and purpose: The aim of the study is to examine whether an active strategy for restructuring of equity index-linked notes can generate higher returns than a passive ‘buy-and-hold’ strategy. More specifically, the purpose of the study is to examine how an active restructuring strategy, using specific variables to govern market timing, for equity index-linked notes may affect the returns over a given time period, compared with a passive ‘buy-and-hold’ strategy. READ MORE