Essays about: "UCITS IV"

Found 2 essays containing the words UCITS IV.

  1. 1. Downside deviation as a measure of identifying underperforming assets

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Alfred Askeljung; Andreas Möller; [2020]
    Keywords : ;

    Abstract : Quantitative approaches to achieving excess return are becoming increasingly popular as computational capabilities increase. Today, the main issue at hand is the development of accurate and reliable models for predicting the return of individual instruments. READ MORE

  3. 2. A liquidity study on the Nasdaq OMX Stockholm exchange

    University essay from KTH/Industriell ekonomi och organisation (Avd.)

    Author : Fredrik Leffler; Adam Dworsky Nylander; [2012]
    Keywords : Stock liquidity; Liquidity risk; UCITS IV; Finance;

    Abstract : As the demand for liquidity risk management has increased, the importance of comprehensive liquidity assessments of exchanges has been highlighted. This thesis investigates the liquidity on the Nasdaq OMX Stockholm exchange by using daily end of day data. READ MORE