Evaluating the potential profitability of alpha trading
The purpose of this thesis is to test whether an active trading strategy using historical alpha values (a measure of risk-adjusted excess returns) for stocks can be used to achieve positive risk-adjusted profits. To do so, data on stocks in the Dow Jones Industrial Average and the Standard &...
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| Format: | Others |
| Language: | English |
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Uppsala universitet, Nationalekonomiska institutionen
2019
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-377942 |