Research output per year
Research output per year
Supervised Work
- 4 results
Search results
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Alternative Value Premia
Emil Maltha Rasmussen, Simon Bo Grønning
MSc in Business Administration and Organizational Communication, (Graduate Programme) Final Thesis, 2019
Student thesis: Master thesis
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Bayesian State Space Modelling Of Factor Investing: A Quantitative Equity Strategy Based On Kalman Filter
Giovanni Venturato
MSc in Finance and Investments, (Graduate Programme) Final Thesis, 2018
Student thesis: Master thesis
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Cryptocurrencies: Trading and Return Prediction via Machine Learning Methods
Tobias Kurt Stefan Deußer, Lars Patrick Hillebrand
MSc in Advanced Economics and Finance, (Graduate Programme) Final Thesis, 2018
Student thesis: Master thesis
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Trading Index Volatility by the Pair: A Pairs Trading Strategy Built on Fractionally Cointegrated Realized Volatilities
Marc Ercolao, Ludwig Skogman
MSc in Advanced Economics and Finance, (Graduate Programme) Final Thesis, 2019
Student thesis: Master thesis
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