Sökning: "skatta beta"

Hittade 5 uppsatser innehållade orden skatta beta.

  1. 1. Copula selection and parameter estimation in market risk models

    Master-uppsats, KTH/Matematisk statistik

    Författare :Carl Ljung; [2017]
    Nyckelord :;

    Sammanfattning : In this thesis, literature is reviewed for theory regarding elliptical copulas (Gaussian, Student’s t, and Grouped t) and methods for calibrating parametric copulas to sets of observations. Theory regarding model diagnostics is also summarized in the thesis. LÄS MER

  3. 2. Small Cohort Population Forecasting via Bayesian Learning

    Master-uppsats, KTH/Matematisk statistik

    Författare :Simon Vallin; [2017]
    Nyckelord :;

    Sammanfattning : A set of distributional assumptions regarding the demographic processes of birth, death, emigration and immigration have been assembled to form a probabilistic model framework of population dynamics. This framework was summarized as a Bayesian network and Bayesian inference techniques are exploited to infer the posterior distributions of the model parameters from observed data. LÄS MER

  4. 3. Likelihood-based classification of single trees in hemi-boreal forests

    Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Simon Vallin; [2015]
    Nyckelord :Classification of single trees; likelihood-based classification; naive bayes classifier;

    Sammanfattning : Determining species of individual trees is important for forest management. In this thesis we investigate if it is possible to discriminate between Norway spruce, Scots pine and deciduous trees from airborne laser scanning data by using unique probability density functions estimated for each specie. LÄS MER

  5. 4. Betaestimering på Private Equity investeringar

    Magister-uppsats, Företagsekonomiska institutionen

    Författare :Gustav Brogren; Johan Nyström; [2006]
    Nyckelord :;

    Sammanfattning : En av de allra centralaste aspekterna vid investerings- och finansieringsbeslut handlar om den risk som en investering innebär och den avkastning som marknaden kräver. Som kapitalplacerare vill man veta risken i en potentiell investering för att kunna beräkna det avkastningskrav man måste erhålla, och om investeringen motsvarar ens egen riskexponering. LÄS MER

  7. 5. Betavärdet som mått på systematisk risk inom aktievärdering

    Kandidat-uppsats, Institutionen för ekonomi

    Författare :Dick Rehnström; [2005]
    Nyckelord :Betavärde; CAPM; aktievärdering;

    Sammanfattning : The beta value is frequently described in theory and is a well known factor to quantify the systematic risk in shares through the CAPM model. Initially, this study describes the advantages and difficulties with the estimating process and the problematic nature of the assumptions and descisons included in published beta values. LÄS MER