Sökning: "alpha size"

Visar resultat 1 - 5 av 48 uppsatser innehållade orden alpha size.

  1. 1. Performance Evaluation of Small- and Large-cap stocks - The importance of size effects on the Swedish equity market

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

    Författare :Andreas Carlsson; Erik Hulth; [2019-02-20]
    Nyckelord :Performance Evaluation; Asset pricing; Size Effect; Sharpe Ratio; Treynor ratio; Jensen´s alpha; Risk-Adjusted Returns; Fama-French Three-Factor Model; Carhart Four-Factor Model; Multi-factor models; Single-factor model;

    Sammanfattning : This Bachelor´s thesis investigated the performance of small-cap stocks and large-cap stocks on the Swedish equity market (NASDAQ OMX) over the years 2011 to 2016. A number of studies focused on asset pricing have during the last decades indicated that the original Capital Asset Pricing Model (CAPM) is misspecified and has limited power to explain cross-sectional and temporal variations in expected equity returns. LÄS MER

  2. 2. Spectroscopy of the Globular Cluster M30

    Master-uppsats, Uppsala universitet/Observationell astrofysik

    Författare :Kilian Hikaru Scheutwinkel; [2019]
    Nyckelord :Spectroscopy; Globular Cluster; M30;

    Sammanfattning : Globular Clusters contain very old metal-poor stars in different evolutionary stages evolved from the same primordial cloud. Signatures of atomic in stellar interiors are studied in the metal-poor GC M30. Furthermore, traces of cluster internal pollution depleting alpha elements e.g. LÄS MER

  3. 3. Combining Value and Quality on the Swedish Equity Market: Does it hold over time?

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

    Författare :Jacob Hesslevik; Victor Wolf; [2019]
    Nyckelord :Magic Formula; Value Investing; Abnormal Returns; Efficient Market Hypothesis; Portfolio Management;

    Sammanfattning : The ultimate goal of many investors is to achieve alpha. Yet, most of them are unable to do this on average. Strategies achieving anomalous effects relating to e.g. LÄS MER

  4. 4. An investigation of the use of swop containers in a perishable goods' distribution network

    Master-uppsats, Lunds universitet/Teknisk logistik

    Författare :Elin Gunnarsson; Kerstin Nordh; [2019]
    Nyckelord :FSC; Distribution network; Perishable goods; Refrigerated vehicles; Load carrier; Customer requirements.; Technology and Engineering;

    Sammanfattning : The global demand for fresh food has increased during the past five years and the demand is anticipated to continue growing in the future. The consumers' expectations are also getting higher and higher, which is why it is of great importance that the actors within the food industry meet these requirements to remain competitive. LÄS MER

  5. 5. 3D som stöd vid produktutveckling : Undersöker gradering av avatar utifrån kroppsmåttlista samt passformsåtergivelse i 3D för överdelsplagg herr

    Kandidat-uppsats, Högskolan i Borås/Akademin för textil, teknik och ekonomi

    Författare :Emelie Broberg; [2018]
    Nyckelord :3D mannequin; virtual fitting technology; apparel product development; menswear; alpha size; 3D mannekäng; passform; produktutveckling; avprovning; herrkläder; alfastorlek;

    Sammanfattning : Grunden för arbetet bygger på uppdragsgivarens intresse att arbeta med 3D simulering för passformsbedömning av klädesplagg vid produktutveckling. Rapportens syfte är att undersöka programvaran Lectra Modaris 3D version V8R1 funktioner, möjligheter och begränsningar. LÄS MER