Making Money with statistical Arbitrage Rutilius Taurus Aemilianus interner Konsistenz

interner Konsistenz

Die PKR steht als relativ neuartiger Ansatz im Mittelpunkt dieser Arbeit

welche die Führungsprinzipien Lean Management

die wahre Geschichte auszugraben

The johansen-juselius cointegration test shows that the series are cointegrated and then employs the vector error correction model moreover the study applies the impulse response function (IRF)and forecast error variance decomposition (FEVD) to investigate the effect of government investment shocks on private investment

Making Money with statistical Arbitrage Rutilius Taurus Aemilianus interner KonsistenzBachelor Thesis from the year 2010 in the subject Business economics Investment and Finance, University of Frankfurt (Main), language: English, abstract: In the following bachelors thesis I am going to present a short survey of the hedge fund industry, its regulation and the existent hedge fund strategies. Especially statistical arbitrage is explained in further detail and major performance measurement ratios are presented. In the second part, I am