Essays about: "William Knutsson"

Found 1 essay containing the words William Knutsson.

  1. 1. Black Swan Investments : How to manage your investments when the market is in distress

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : William Knutsson; David Ekeroth; [2020]
    Keywords : Black Swans; mean reversion; beta; investment strategy; volatility; CAPM; Sharpe ratio; DJIA;

    Abstract : This study examines how investors can take advantage of Black Swan events by applying an investment strategy that involves investing in stocks that have performed badly during Black Swan events. The stocks are chosen from and compared to the Dow Jones Industrial Average Index. READ MORE