Essays about: "Market Neutral Strategy"

Showing result 21 - 25 of 27 essays containing the words Market Neutral Strategy.

  1. 21. Corporate Visual Identity of the Housing Company Karlskronahem : Evaluation and Possible Improvements

    University essay from Blekinge Tekniska Högskola/Sektionen för datavetenskap och kommunikation

    Author : Aleš Sapač; Monika Senčar; [2013]
    Keywords : Corporate visual identity; CVI; logotype; color; typography; brand name; design; web site; web site design; content; aesthetics; navigation; usability; user-interface design;

    Abstract : Corporate visual identity (CVI) plays a significant role in the way an organization presents itself to both internal and external stakeholders as well as expresses the values and ambitions of an organization, its business, and its characteristics. The main purpose of this study is to evaluate five elements of CVI: color, typography, company name, logo and web site. READ MORE

  3. 22. Can Google Search Volume Data Help Predict Future Stock Measures?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Caroline Lundström; Hampus Nestius Svensson; [2012]
    Keywords : Google Insights Search Volume Index; Investor Attention; Abnormal return;

    Abstract : We hypothesise that search volume data from large search engines, such as Google, can be used to predict higher stock returns, higher liquidity and higher volatility. To test the validity of our hypothesis, we empirically test the relation be-tween the public Search Volume Indices provided by Google Inc. READ MORE

  4. 23. Factors influencing in Networking Activities in SMEs : An exploratory study of factors that initiate networking activities in case of SMEs

    University essay from Handelshögskolan vid Umeå universitet

    Author : Arjun Kumar Shrestha; Ang Kunga Lama; [2011]
    Keywords : Networking; SMEs;

    Abstract : SMEs (Small and Medium Sized Enterprises) are known as the backbone of an economy and they serve in the regional development of a country through the employment opportunities it generates. They differ from the large companies in terms of size, resources (financial, human etc. READ MORE

  5. 24. Optimal Pairs Trading Using Stochastic Control Approach---A Critical Evaluation

    University essay from Lunds universitet/Institutionen för reglerteknik

    Author : Roman Galeev; Wang Ching Ho; [2010]
    Keywords : Pairs Trading; Market Neutral Strategy; Stochastic Control; Cointegration; Hedge Fund Investment Strategies; Stationarity; Technology and Engineering;

    Abstract : As of date, quantitative trading methods are a strong growing niche of trading. More and more sophisticated models are employed to chase investment opportunities. The question is whether this is over-engineering and if it adds value to practitioners. READ MORE

  6. 25. Profitability of Momentum Strategies on the Eurozone Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Andrei Sandu; Anastasia Korneva; [2009]
    Keywords : momentum; Winner and Loser portfolios; zero-investment strategy; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : This paper investigates the profitability of the zero-cost strategies (Winner-Loser) on the Eurozone market for the time period 1999-2009. We find that the Winner portfolio outperforms the Loser portfolio by, on average, 0,8% per month when we combine formation and holding periods of 3, 6, 9 and 12 months. READ MORE