Essays about: "Pontus Löfberg"

Found 1 essay containing the words Pontus Löfberg.

  1. 1. Black Swan Investing: An empirical study in context of efficient markets

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Aleksis Tastsidis Olsson; Pontus Löfberg; [2014]
    Keywords : Black Swans; Efficient market hypothesis; Fat-tails; Kelly criterion; Outliers; Trading strategy; Unknown unknowns; Business and Economics;

    Abstract : Purpose: The purpose of this paper is to assess the sustainability of the efficient market theorem when accounting for extreme events, which are of the essence in a Black Swan investment philosophy. Methodology: Quantitative approach. READ MORE