Sökning: "Security of the beta"

Visar resultat 1 - 5 av 13 uppsatser innehållade orden Security of the beta.

  1. 1. Asset Pricing in Different Periods of Stock Market Volatility : The Varied Effectiveness of Carhart's Four-Factor Model in the Swedish Market

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Robin Munkhammar; Svensson Hampus; [2023]
    Nyckelord :Capital Asset Pricing Models; Carhart Four-Factor Model; Swedish Stock Market Volatility;

    Sammanfattning : Investing in the Swedish stock market has over time proven to be an effective way to increase wealth. Nationally speaking, Sweden’s population is also one of the best in the world at investing their savings. Four out of five swedes invest at least some part of their private savings into mutual funds which approximately amounts to 8. LÄS MER

  3. 2. A hashing algorithm based on a one-way function in the symmetric group Sn

    Master-uppsats, Linnéuniversitetet/Institutionen för matematik (MA)

    Författare :Adrian Perez Keilty; [2022]
    Nyckelord :cryptography; hashing; symmetric group; one way function;

    Sammanfattning : We have found an operation between permutations in the symmetric group Sn upon which we have experimentally derived results that can be linked to desirable properties in cryptography, mainly in the domain of one-way functions. From it, we have implemented a beta version of an algorithm for a hashing function by exploiting the operation’s low computational cost for speed and its properties for security. LÄS MER

  4. 3. Effect of Insertion Devices Tapering Mode of Operation on the MAX IV Storage Rings

    Master-uppsats, Lunds universitet/Fysiska institutionen; Lunds universitet/MAX IV-laboratoriet

    Författare :Georgia Paraskaki; [2018]
    Nyckelord :Science General;

    Sammanfattning : Tapering is a mode of operation of insertion devices that allows the users to perform scanning in a range of photon energies. NanoMAX, BioMAX and BALDER are all beamlines of the 3 GeV MAX IV storage ring and will provide this special mode of operation for their users. LÄS MER

  5. 4. Speculative Betas in Europe - Based on Evidence from Western European Stocks and Bonds

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

    Författare :Bence Földi; Tiran Zhao; [2018]
    Nyckelord :Asset pricing; Heterogeneous beliefs; Disagreement; Speculative betas; Security Market Line;

    Sammanfattning : We find and present compelling evidence to reject the classic one-regime CAPM Security Market Line based on data from developed European equity markets which we proxy by taking the original 12 members of the euro area combined with the UK. We construct a bottom-up measure for aggregate disagreement which we prove to negatively influence the curvature of the Security Market Line. LÄS MER

  7. 5. Improving the Security and Efficiency of Blockchain-based Cryptocurrencies

    Master-uppsats, KTH/Skolan för elektro- och systemteknik (EES)

    Författare :Rakesh Gopinath Nirmala; [2017]
    Nyckelord :Cryptocurrency; Bitcoin; Blockchain; Double-Spending; Trusted Hardware; SGX; Kryptovaluta; Bitcoin; Blockkedja; Dubbel-Spenderande; Anförtrodd Hårdvara; SGX;

    Sammanfattning : In recent years, the desire for financial privacy and anonymity spurred the growth of electronic cash and cryptocurrencies. The introduction of decentralized cryptocurrencies, such as Bitcoin, accelerated their adoption in society. LÄS MER