Sökning: "Error"

Visar resultat 1 - 5 av 3078 uppsatser innehållade ordet Error.

  1. 1. A Wolf In Sheep's Clothing, A study about potential closet indexing in the Swedish equity mutual fund industry.

    Kandidat-uppsats,

    Författare :Philip Dufwa; Johan Johansson; [2020-08-20]
    Nyckelord :Active Share; Tracking error; Fund activity; Fees; Mutual funds; Closet indexing; Index hugging;

    Sammanfattning : We measure the activity of Swedish domiciled equity mutual funds with Sweden as geographical investment universe, by calculating their active share with respect to major market indices like OMX30 GI and OMX Small Cap TR and retrieving tracking error and r-squared from Bloomberg. Afterwards we calculate the cost to investors by comparing the cost of investing in comparable explicit index funds and the cost of the closet indexers. LÄS MER

  2. 2. INNOVATION DIFFUSION AT SMART EYE - How can Smart Eye influence the rate of diffusion of their product SAIDMS?

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Angus Palmberg; [2020-07-23]
    Nyckelord :;

    Sammanfattning : Road accidents cause millions of deaths and cost around 3% of annual GDP for mostcountries every year, 80-90% of which are due to human error. European and Chineseauthorities have put regulations in place, calling for increased use of advanced monitoringsystems which can reduce fatalities and costs associated with road accidents. LÄS MER

  3. 3. The Impact of Interest Changes on Housing Prices

    Kandidat-uppsats,

    Författare :Erik Cassel; Rasmus Persson; [2020-07-06]
    Nyckelord :;

    Sammanfattning : The study examines the relationship of interest rates and housing prices. It does so for Sweden as a nation as well as the cities Stockholm and Gothenburg. The interaction of housing prices and interest rates is examined by using the Johansen tests for cointegration and the vector error correction model. LÄS MER

  4. 4. Deep Learning and the Heston Model:Calibration & Hedging

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

    Författare :Oliver Klingberg Malmer; Victor Tisell; [2020-07-03]
    Nyckelord :deep learning; deep hedging; deep calibration; option pricing; stochastic volatilty; Heston model; S P 500 index options; incomplete markets; transaction costs;

    Sammanfattning : The computational speedup of computers has been one of the de ning characteristicsof the 21st century. This has enabled very complex numerical methods for solving existingproblems. As a result, one area that has seen an extraordinary rise in popularity over the lastdecade is what is called deep learning. LÄS MER

  5. 5. En analys av volatiliteten på Stockholmbörsen 2007-2009.

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

    Författare :Matilda Sampson; Gabriella Severeus; [2020-07-02]
    Nyckelord :;

    Sammanfattning : This thesis examines the volatility on the Stockholm Stock Exchange during the Great Recession in 2007-2009. In order to examine whether the financial crisis had a larger impact on any sector the report investigate the differences in volatility of returns between three sectors; consumer goods, property and medical firms. LÄS MER