Search for dissertations about: "Christian Lundström Tjurhufvud"
Found 1 swedish dissertation containing the words Christian Lundström Tjurhufvud.
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1. On the profitability of momentum strategies and optimal leverage rules
Abstract : This thesis consists of an introductory part and five self-contained papers related to the profitability of momentum strategies and optimal leverage rules.Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) day trading strategy. READ MORE
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