Essays about: "Marc Window"

Found 2 essays containing the words Marc Window.

  1. 1. Security in Precision Agriculture : Vulnerabilities and risks of agricultural systems

    University essay from Luleå tekniska universitet/Datavetenskap

    Author : Marc Window; [2019]
    Keywords : ;

    Abstract : .... READ MORE

  3. 2. Pairs Trading: Evaluation of profitability and risks on the Swedish stock market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Pavel Lisev; Marc Schurer; [2015]
    Keywords : cointegration; pairs trading; market-neutrality; rolling window backtest; OMX; Business and Economics;

    Abstract : 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