Sökning: "Efficient Frontiers"

Visar resultat 1 - 5 av 11 uppsatser innehållade orden Efficient Frontiers.

  1. 1. Modern Portfolio Theory Combined With Magic Formula : A study on how Modern Portfolio Theory can improve an established investment strategy.

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO); Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Axel Ljungberg; Anton Högstedt; [2021]
    Nyckelord :Magic Formula; Modern portfolio theory; efficient frontier; Efficient market hypothesis; Sharpe ratio; risk-adjusted returns; Jensen’s alpha; beta; CAPM; OMXSPI;

    Sammanfattning : This study examines whether modern portfolio theory can be used to improve the Magic Formula investment strategy. With the assets picked by the investment strategy we modify the portfolios by weighting the portfolios in accordance with modern portfolio theory. LÄS MER

  3. 2. Exploration Strategies for Robotic Vacuum Cleaners

    Master-uppsats, KTH/Mekatronik

    Författare :Sofia Navarro Heredia; [2018]
    Nyckelord :grid maps; frontier-based exploration strategies; NBV; node graph; path planning algorithm; Rutnätskartor; front-baserade strategier för utforskning; nästa bästa utsiktspunkt; nod-graf; algoritm för banplanering;

    Sammanfattning : In this thesis, an exploration mode for the PUREi9 robotic vacuum cleaner is implemented. This exploration would provide information for optimizing the cleaning path beforehand, and would allow the robot to relocalize itself or the charger more easily in case it gets lost. LÄS MER

  4. 3. Efficiency of Swedish equity funds – A DEA approach

    Magister-uppsats, Umeå universitet/Nationalekonomi

    Författare :Love Westin; [2017]
    Nyckelord :;

    Sammanfattning : The purpose of this study is to evaluate the efficiency of Swedish equity funds. Funds are evaluated with a model for Data Envelopment Analysis (DEA). The suggested DEA model gives a method to rate equity funds entirely based on economic theory, such as Modern Portfolio Theory and the Efficient Market Hypothesis. LÄS MER

  5. 4. EFFEKTIVARE MATERIALHANTERING I PRODUKTIONEN HOS SMÅBYGGFÖRETAG- MED HJÄLP AV LEAN CONSTRUCTION

    Kandidat-uppsats, Högskolan i Jönköping/JTH, Byggnadsteknik

    Författare :Fredrik Gustafsson; [2016]
    Nyckelord :;

    Sammanfattning : Purpose: The construction industry in Sweden has long had higher and increasingproduction costs compared with other industries. Construction costs for housing hasincreased in recent years, while productivity in the construction industry basically isthe same since the 1990s. 10 % of the construction costs relates to inefficient handlingof material. LÄS MER

  7. 5. A Retake on Productivity Growht, Technical Progress and Efficiency Change using Malmquist Productivity Indexes.

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Frank Eriksson Barman; [2014-09-05]
    Nyckelord :Productivity; Data Envelopment Analysis; Efficient Frontiers; Malmquist index; Technical Efficiency; Technological Change; Penn World Table; OECD countries;

    Sammanfattning : This thesis follows methods employed by Färe et al. (1994) in their influential article ‘Productivity Growth, Technical Progress, and Efficiency Change in Industrialized Countries’, published in the American Economic Review. LÄS MER