Essays about: "Samuel Jangenstål"

Found 1 essay containing the words Samuel Jangenstål.

  1. 1. Beating the MSCI USA Index by Using Other Weighting Techniques

    University essay from KTH/Matematisk statistik

    Author : Trotte Boman; Samuel Jangenstål; [2017]
    Keywords : ;

    Abstract : In this thesis various portfolio weighting strategies are tested. Their performance is determined by their average annual return, Sharpe ratio, tracking error, information ratio and annual standard deviation. READ MORE