Sökning: "Factor models"

Visar resultat 1 - 5 av 902 uppsatser innehållade orden Factor models.

  1. 1. EDUCATIONAL QUALITY AND EQUITY IN SOUTH AFRICA: EVIDENCE FROM TIMSS 2015

    Master-uppsats, Göteborgs universitet/Institutionen för pedagogik och specialpedagogik

    Författare :Ernest Mensah; [2020-09-09]
    Nyckelord :educational quality; educational equity; teacher quality; instructional quality; teacher qualification; teacher confidence; ocisoeconomic status; ; two-level structural equation modelling; TIMSS; South Africa;

    Sammanfattning : Aim:This study aims to investigate the relationship between teacher qualification and characteristics, teacher instructional quality, students’ family socioeconomic background, and student mathematics achievement with the South Africa data from TIMSS 2015.Theory:The dynamic model of educational effectiveness, proposed by Creemers and Kyriakides (2008) in understanding variables within each level and across different levels related (such as student-level and classroom-level), and Input-Process-Outcome (IPO) model, proposed by Goe (2007) was used as the theoretical framework which leads the selection of variables and was operationalized with the achievement and contextual data available in South Africa TIMSS 2015 data. LÄS MER

  2. 2. Active fund management or passive index cruising?

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

    Författare :Joel Johansson; Gustav Osbeck; [2020-08-07]
    Nyckelord :;

    Sammanfattning : How should an investor pick funds to invest in? What is the best strategy, picking active or passive funds? It’s hard to navigate the fund landscape when there is ambiguous evidence and advice coming from different directions. Do fund managers outperform the market and passive funds? Do they bring something extra of value to the table in regards to their high management fees? The question seems almost age-old at this point, from dart throwing monkeys outperforming high profile fund managers to famous investors proclaiming that active fund management is dead, it’s hard to know what is really true about active versus passive fund management. LÄS MER

  3. 3. 3D-skanning som teknik för digital hopsättning - Ett alternativ till fysisk hopsättning inom aktiv konservering

    Kandidat-uppsats, Göteborgs universitet/Institutionen för kulturvård

    Författare :Emma Karlsson Björksund; [2020-08-05]
    Nyckelord :3D scanning; Digital reassembly; Structured light; Photogrammetric triangulation;

    Sammanfattning : Uppsats för avläggande av filosofie kandidatexamen med huvudområdet kulturvård med inriktning mot konservering2020, 180 hpGrundnivå2020:25.... LÄS MER

  4. 4. Momentum and Trend in Sweden: Enhancing profits and limiting downside risk by using indicators from different time horizons

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Alan Dari Lindahl; Jan Wiki; [2020-07-07]
    Nyckelord :momentum; momentum crash; echo; trend; moving averages; cross-section; downside risks; predictability; factor models; turnover; transaction costs;

    Sammanfattning : MSc in Finance.... LÄS MER

  5. 5. Downside risk: is downside risk being priced in the U.S. stock market?

    Kandidat-uppsats,

    Författare :Raouf Bahsoun; Arsalan Hakimi; [2020-07-06]
    Nyckelord :Excess kurtosis; skewness; Value-at-Risk; Expected shortfall; semi deviation; downside beta; Sortino ratio; Fama-French three-factor model; Fama French Five Factor model; Carhart four-factor model; q-four factor model; q-five factor model; asset pricing; U.S. stock market;

    Sammanfattning : This paper aims to add further research to the field of downside risk, and downside risk measures’ influence on the average returns in the U.S. stock market. LÄS MER