Sökning: "High Minus Low"

Visar resultat 1 - 5 av 23 uppsatser innehållade orden High Minus Low.

  1. 1. The Missing Ingredient: How to improve value investing in the information age

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

    Författare :Robin Grawe; Kjell Thomsen; [2023]
    Nyckelord :Value investing; Fama-French; Intangible Assets; Accounting-based valuation;

    Sammanfattning : This thesis aims to inform a value investing strategy in specific niches of European firms by adjusting the book-to-market (B/M) ratio for intangible assets. An increase in intangible assets' importance for corporate value creation coupled with a lack of amendments to their accounting treatment has led to debates on the value relevance and accuracy of accounting information, including the B/M ratio used to derive value premiums. LÄS MER

  3. 2. There Is Nothing Certain But The Uncertain

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Hannes Thorstensson; Carl Tjernberg; [2023]
    Nyckelord :Uncertainty; Vol-of-vol; Ambiguity; Asset Pricing; Business and Economics;

    Sammanfattning : Risk and risk aversion are crucial concepts in finance. Models in finance typically assume a known probability distribution of returns, which does often not hold in reality. This papers aims to measure the uncertainty surrounding the probability distribution in equity markets and to evaluate if such uncertainty is priced. LÄS MER

  4. 3. Hur påverkar vallfodrets sockerinnehåll insulinresponsen hos EMS-hästar behandlade med en SGLT2-hämmare?

    Master-uppsats, SLU/Dept. of Clinical Sciences

    Författare :Karolina Pålsson; [2023]
    Nyckelord :antidiabetikum; ekvint metabolt syndrom; häst; insulindysreglering; lättlösliga kolhydrater;

    Sammanfattning : Ekvint metabolt syndrom (EMS) är ett sjukdomskomplex som kan skapa stora hälsoproblem för drabbade hästar. Tre huvudsakliga komponenter ingår i EMS: insulindysreglering (ID), fetma (generell eller regional) samt insulinorsakad fång/ökad risk för insulinorsakad fång. LÄS MER

  5. 4. The Challenges of Sustainable Investing

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Herman Rönnberg; Filip Björkholm; [2023]
    Nyckelord :ESG; sin stocks; Sustainable investing; Russell 3000; Portfolio Construction; Business and Economics;

    Sammanfattning : Over the past decades, investment preferences towards portfolio construction have changed from focusing solely on profit maximization, into a combination of good financial perfor- mance as well as a responsible sustainability outcome. The purpose of this paper is three- fold: first, to investigate whether a sustainable portfolio based on a high environmental, social and governance (ESG) score contributes to positive returns or affects financial per- formance negatively. LÄS MER

  7. 5. Modeling Melodic Accents in Jazz Solos

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Misael Berrios Salas; [2023]
    Nyckelord :Accents; Jazz Solo; Support Vector Regression SVR ; eXtreme Gradient Boosting XGBoost ; Multiple Linear Regression MLR ; Dynamic; Accenter; Jazz Solos; Support Vector Regression SVR ; eXtreme Gradient Boosting XGBoost ; Multiple Linear Regression MLR ; Dynamisk;

    Sammanfattning : This thesis looks at how accurately one can model accents in jazz solos, more specifically the sound level. Further understanding the structure of jazz solos can give a way of pedagogically presenting differences within music styles and even between performers. Some studies have tried to model perceived accents in different music styles. LÄS MER