Rasmus T. Varneskov

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• Alternative Value Premia

  Rasmussen, E. M. & Grønning, S. B.

  MSc in Business Administration and Organizational Communication, (Graduate Programme) Final Thesis, 2019

  Student thesis: Master thesis

  File

• Bayesian State Space Modelling Of Factor Investing: A Quantitative Equity Strategy Based On Kalman Filter

  Venturato, G.

  MSc in Finance and Investments, (Graduate Programme) Final Thesis, 2018

  Student thesis: Master thesis

  File

• Cryptocurrencies: Trading and Return Prediction via Machine Learning Methods

  Deußer, T. K. S. & Hillebrand, L. P.

  MSc in Advanced Economics and Finance, (Graduate Programme) Final Thesis, 2018

  Student thesis: Master thesis

  File

• Trading Index Volatility by the Pair: A Pairs Trading Strategy Built on Fractionally Cointegrated Realized Volatilities

  Ercolao, M. & Skogman, L.

  MSc in Advanced Economics and Finance, (Graduate Programme) Final Thesis, 2019

  Student thesis: Master thesis

  File

• Using Neural Networks for Option Pricing and Hedging

  Kesby, J. A.

  MSc in Finance and Investments, (Graduate Programme) Final Thesis, 2024

  Student thesis: Master thesis

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