Essays about: "Stockholm Benchmark Index"

Showing result 36 - 38 of 38 essays containing the words Stockholm Benchmark Index.

1. 36. Algorithmic Trading and Benchmarks: A study of the Swedish market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Pontus von Essen; Marcus Olausson; [2008]
   Keywords : Algorithmic trading; Benchmarks; VWAP;

   Abstract : Algorithmic trading has grown in popularity over the last few years. The large financial centres of the world are leading the development of this new kind of trading. We investigate the development of algorithmic trading in Stockholm by conducting interviews with major institutions on the financial market. READ MORE

3. 37. Portfolio optimization: A trading strategy based on time varying volatility

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Henrik Gripenvik; [2006]
   Keywords : ;

   Abstract : This thesis evaluates the possibility of making relatively reliable forecasts of future variances, covariances and returns of a portfolio of risky assets. The forecasts are used as input- variables in a trading strategy based on the Markowitz portfolio optimization algorithm forming an ex ante-optimal portfolio of stocks. READ MORE

4. 38. Stockholm stock exchange efficiency : Abnormal returns on positive annual and interim reports

   University essay from IHH, Företagsekonomi; IHH, EMM (Entrepreneurskap, Marknadsföring, Management)

   Author : Fredrik Gyllefjord; Erik Gardhage; Vladimir Lolic; [2005]
   Keywords : Market efficiency; Stockholm stock exchange; OMXS 30; Finance;

   Abstract : Problem: An efficient market fully reflects all available information about a company in its share price. Furthermore any new information presented about a company will lead to an instant adaptation in the share price. Henceforth an investor can not reach abnormal returns on an efficient market. READ MORE