Frederik Findsen

University of Copenhagen - Department of Economics

Master's Student

SCHOLARLY PAPERS

3

DOWNLOADS

605

TOTAL CITATIONS

0

Scholarly Papers (3)

1.

A Stochastic Spread & Co-integration Approach to Pairs Trading in a Regime-Switching Environment

Number of pages: 35 Posted: 13 Jun 2022 Last Revised: 30 Dec 2022
Frederik Findsen and Jens Pedersen
University of Copenhagen - Department of Economics and University of Copenhagen - Department of Economics
Downloads 242 (259,945)

Abstract:

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Statistical arbitrage, pairs trading, Markov regime-switching, Vasicek model, co-integration, wild bootstrap, algorithmic trading

2.

Climate Change Effect on Cost of Capital

Number of pages: 23 Posted: 03 Jan 2023
Frederik Findsen
University of Copenhagen - Department of Economics
Downloads 182 (339,686)

Abstract:

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WACC, Cost of Capital, Climate Change, Capital Structure

3.

The Inflation-Commodities Cycle: A Regime-Switching Approach to Inflation Hedging

Number of pages: 103 Posted: 13 Jul 2023
Frederik Findsen
University of Copenhagen - Department of Economics
Downloads 181 (341,453)

Abstract:

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inflation, hedging, commodities, ms-vecm, markov-switching, regime, inflation-commodities