Essays about: "Marc Schurer"
Found 1 essay containing the words Marc Schurer.
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1. Pairs Trading: Evaluation of profitability and risks on the Swedish stock market
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The turbulent market environment experienced over the last decades has attracted the broad interest of institutional and retail investors towards non-directional and absolute return investment strategies. The scope of this paper mainly concerns the investigation of whether a pairs trading strategy based on the cointegration approach generates excess returns on the Swedish equity market or fails to meet initial expectations. READ MORE
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