Sökning: "Amira Roula"

Hittade 2 uppsatser innehållade orden Amira Roula.

1. 1. Managed Futures Strategies - Support Vector Machines as a Due Diligence Tool

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Amira Roula; [2013]
   Nyckelord :managed futures; CTA; Support Vector Machines; SVM; Due Diligence;

   Sammanfattning : In this paper, we have used the Support Vector Machine (SVM) method for classifying managed futures strategies, an exiting way of automating part of the due diligence process. Previously used methods for classification have been lacking, and the ones tested (factor models) have been based on assumptions which do not accomodate for the return distributions of managed futures and the hedge fund industry overall (i. LÄS MER

3. 2. The norwegian gender quota law - a natural experiment

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Författare :Amira Roula; Per Stånge; [2010]
   Nyckelord :Norwegian quota law; natural experiment; board diversity; female board directors; performance; risk taking;

   Sammanfattning : Previous research on the relationship between board gender diversity and the performance and risktaking of firms show both a positive and negative relationship. These previous studies have suffered from problems of not fully controlling for endogenous factors affecting both gender diversity and firm performance and risk-taking. LÄS MER