Sökning: "US Treasury Notes"
Visar resultat 6 - 10 av 20 uppsatser innehållade orden US Treasury Notes.
6. A Close Look at the Transient Sky in a Neighbouring Galaxy
Master-uppsats, Luleå tekniska universitet/RymdteknikSammanfattning : Study of the time variable sources and phenomena in Astrophysics provides us with important insights into the stellar evolution, galactic evolution, stellar population studies and cosmological studies such as number density of dark massive objects. Study of these sources and phenomena forms the basis of Time Domain surveys, where the telescopes while scanning the sky regularly for a period of time provides us with positional and temporal data of various Astrophysical sources and phenomena happening in the Universe. LÄS MER
7. Time to purchase your ownhouse : The resistance of housing investments againstmacroeconomic shocks
Master-uppsats, KTH/Fastigheter och byggandeSammanfattning : Housing is both a durable good and an investment vehicle, which makes it importantin people’s daily life aswell as for a nation’s economy. This thesis innovatively applies the Sharpe ratio on evaluating the performance of the US residentialhousing market within the time period from 2005:Q1 to 2019:Q3, andinvestigates how this performance would react upon macroeconomic shocks,including sudden changes in GDP growth rate and personal income growthrate, by establishing a vector auto-regression model with the lag order of four. LÄS MER
8. Duration-Weighted Carbon Footprint Metrics and Carbon Risk Factor for Credit Portfolios
Master-uppsats, KTH/Matematisk statistikSammanfattning : Current standard carbon footprint metrics attribute responsibility for a firm’s green house gas (GHG) emitting activities equally between an entity’s equity and debt. This study introduces a set of novel duration-weighted metrics which take into consideration the length of financing provided. LÄS MER
9. Risk-Managed Momentum Strategy Using Support Vector Machines
D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomiSammanfattning : Investment decisions are difficult to make, given the uncertainty about the future. For the purpose of reducing that uncertainty, I investigate, for one, how the consumer price index and the return on the 3-month US Treasury bill can be used by support vector machines to make monthly directional trend predictions of a value-weighted portfolio of stocks traded at AMEX, NYSE and NASDAQ. LÄS MER
10. The Fallacy of The Cox, Ingersoll & Ross Model. An empirical study on US bond data
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This paper examines the performance of the original one-factor Cox, Ingersoll & Ross model during a contemporary dataset using an OLS procedure. The model is fundamental for many nancial models used for investment decisions, it is therefore important to validate its performance during current market conditions characterized by low interest rates. LÄS MER