Essays about: "Stefan Svärd"
Found 1 essay containing the words Stefan Svärd.
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1. DYNAMIC PORTFOLIO STRATEGY - USING A MULTIVARIATE GARCH MODEL
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper examines if it is possible to achieve a higher cumulative and risk adjusted return through an active portfolio strategy compared to a passive portfolio strategy. This is done through a mean-variance framework in which the variance is forecasted using two different models. READ MORE
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