Sökning: "Database French"

Visar resultat 1 - 5 av 21 uppsatser innehållade orden Database French.

  1. 1. Comply or Die: A Study of ESG Factor Returns and Volatility in the Nordic Countries from 2016 to 2022

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

    Författare :Jean-Philippe Chakbazof; Amitesh Raghav; [2023]
    Nyckelord :ESG Factor; Nordic Compass; Fama Macbeth; Volatility Management; ESG Portfolio;

    Sammanfattning : Using corporate environmental, social and governance (ESG) reporting data from 611 publicly traded firms in the Swedish House of Finance's Nordic Compass database, we estimate stock return and volatility exposures to an ESG factor during the period 2016-2022 in the Nordics. Using a Fama-Macbeth methodology, we find that during this time in the Nordic Countries exposure to an ESG factor is compensated with a risk premium and a volatility reduction in a Fama French 4 Factor model. LÄS MER

  3. 2. Improved Modelling For Oxidation Of Zircalloy Fuel Cladding Tubes In PWRs

    Master-uppsats, KTH/Fysik

    Författare :Rafaël Bellachia; [2023]
    Nyckelord :Nuclear Engineering; Corrosion; Zircalloy; PWR; Nuclear Fuel; Kärnteknik; Korrosion; Zircalloy; PWR; Kärnbränsle;

    Sammanfattning : The fuel cladding is an essential component in the defence-in-depth strategy for nuclear safety. Its integrity and durability are therefore critical for maintaining acceptable safety conditions. However, the integrity of the cladding can be compromised during normal operation due to corrosion and hydriding. LÄS MER

  4. 3. The Power of the Tides : A Quantitative Study Investigating the Momentum Strategy with 30 Industries

    Kandidat-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Oscar Estéen; Jonathan Landahl; Hugo Karlsson; [2023]
    Nyckelord :Momentum strategy; industry momentum; risk management; market anomalies; momentum investing; portfolio management;

    Sammanfattning : Background: Buying past winners and selling past losers has historically generated both profits and losses. The momentum strategy has been researched with risk measures and portfolio creation as fundamental components. LÄS MER

  5. 4. Life cycle assessment of timber high-rise building structures : Case study of a project examined in the context of French environmental regulation (RE2020)

    Master-uppsats, KTH/Byggnadsmaterial

    Författare :Corentin Le Gall; [2023]
    Nyckelord :;

    Sammanfattning : The damages that the building sector does to the environment can no longer be ignored and need to be approached with a life cycle assessment (LCA). Advantages to build in wood and to build dense cities lead to a potential “two birds in one stone” effect regarding high-rise massive timber construction. LÄS MER

  7. 5. The efficiency of Hyndman-Ullah methods in case of populations with abnormal short-term increases of mortality rates due to wars and pandemics.

    Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Författare :Teo Raspudić; [2022]
    Nyckelord :;

    Sammanfattning : This report is written with the goal of analyzing the efficiency of the Hyndman-Ullah (HU) and weighted Hyndman-Ullah (wHU) methods when working with the populations that suffered higher mortalities due to the wars and pandemics. Accordingly, the HU and wHU methods are applied to the training sets containing outlying years. LÄS MER