Sökning: "Residual Momentum"

Hittade 4 uppsatser innehållade orden Residual Momentum.

  1. 1. Unveiling the Relevancy of Momentum Strategies- A study on the Swedish Equity Market

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Oscar Bodin; Pär Börjeson; [2023-06-29]
    Nyckelord :;

    Sammanfattning : This study investigates the performance of the traditional return momentum strategy and the residual momentum strategy on the Swedish market over the period 1990 to 2022. The residual momentum strategy show higher risk-adjusted return compared to the traditional return momentum strategy in equally weighted portfolios, and the opposite in value-weighted portfolios. LÄS MER

  3. 2. Residual Momentum and Volatility – Managed Portfolios : A Study on the Swedish Equity Market

    Master-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Erik Huss; Mario Ishak; [2022]
    Nyckelord :Residual Momentum; Volatility Management; Asset Pricing; Volatility Scaling; Momentum; Transaction Costs; Idiosynkratiskt Momentum; Riskstrategier; Tillgångsprissättning; Momentum; Transaktionskostnader;

    Sammanfattning : In this paper, we present empirical results from the Swedish equity market when testingdifferent strategies aiming at enhancing the performance of a momentum strategy, over a timeperiod from 2000 to 2021. Similar to research conducted on other markets, we find theexistence of a momentum premium on the Swedish equity market, but with a return that is fattailed and negatively skewed. LÄS MER

  4. 3. Modellering av projektiler och skydd

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Materialfysik

    Författare :Simon Huss; [2020]
    Nyckelord :Pilprojektiler; analytiska modeller; fluidmekanik; hållfasthetslära;

    Sammanfattning : The Walker-Anderson model has been proven to model the penetration of long rods into semi-infinite targets with great results. The equations of motion of the projectile are obtained by analytically integrating the conservation of momentum along the cylindrically symmetric axis of penetration. LÄS MER

  5. 4. Touschek- and Gas Scattering Lifetime Investigations in the MAX IV 3 GeV Storage Ring

    Master-uppsats, Lunds universitet/Fysiska institutionen; Lunds universitet/MAX IV-laboratoriet

    Författare :Jens Sundberg; [2017]
    Nyckelord :Lifetime; Scraper; Scattering; MAX IV; Touschek; Storage Ring; Synchrotron; Physics and Astronomy;

    Sammanfattning : The MAX IV 3 GeV storage ring is a fourth-generation electron synchrotron. At the time of writing in May 2017, it is the lowest emittance light source in the world. To study its performance is of foremost importance for the MAX IV Laboratory, its users and for upcoming synchrotrons. LÄS MER