Sökning: "alpha size"

Visar resultat 11 - 15 av 77 uppsatser innehållade orden alpha size.

  1. 11. Design of a Model for Low Speed Wind Tunnel Testing

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Alex Doulas; Love Peter; [2023]
    Nyckelord :Wind Tunnel; Wind Tunnel Testing; Rapid Prototyping; Flight Simulations;

    Sammanfattning : As technology for manufacturing small scale prototypes of aeroplanes has become cheaper and more easily viable, the process of Rapid Prototyping has become more common. Rapid Prototyping allows for the fundamental aerodynamic qualities of a geometric body to be tested in a wind tunnel using a small scale prototype. LÄS MER

  3. 12. Skill, Scale and Investor Return in Established and Emerging Markets - An empirical study of equity mutual fund performance between markets with contrasting characteristics

    Kandidat-uppsats,

    Författare :Olle Fröling; Olle Wingstrand; [2022-06-29]
    Nyckelord :Equity Mutual Funds; Decreasing Returns to Scale; Alpha; Fund Skill; Fama-French Five-Factor Model; Nordic Equity Funds; Asian Equity Funds; Fixed Effects;

    Sammanfattning : In this report we empirically analyze the effects of returns to scale for equity mutual funds in the Nordic and Asian regions. We also investigate whether or not funds generate alpha (i.e., have skill). LÄS MER

  4. 13. Examining the Existence of the Characteristic Liquidity Premium: A Study of the U.S. Stock Market

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

    Författare :Joel Ejdesjö; Maxime Karl Marcel Rundström; [2022]
    Nyckelord :Characteristic liquidity premium; liquidity dimension; low-frequency effective spread; transaction cost mitigation; net returns alpha;

    Sammanfattning : This paper examines the existence of a characteristic liquidity premium among U.S. stock returns between January 1964 and December 2021 after adjusting for transaction costs. Liquidity is estimated using four different measures in order to capture different dimensions of liquidity (price impact, trading cost, trading speed, and trading quantity). LÄS MER

  5. 14. On the Energy Dependence of Parameters in PYTHIA8 Heavy-ion Collision Simulations

    Kandidat-uppsats, Lunds universitet/Teoretisk partikelfysik - Geonomgår omorganisation

    Författare :Felipe Abedrapo; [2022]
    Nyckelord :Heavy-ion Collisions; PYTHIA; Angantyr; Physics and Astronomy;

    Sammanfattning : Particle collisions are an essential component to the research methodology of particle physics. These investigations are not only conducted in experimental laboratories but also through programs such as PYTHIA that simulate a collision or ``event" and then compare its results to known experimental data. LÄS MER

  7. 15. AN APPROACH FOR FINDING A GENERAL APPROXIMATION TO THE GROUP SEQUENTIAL BOOTSTRAP TEST

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Douglas Ekstedt; [2022]
    Nyckelord :group sequential design; alpha spending; bootstrap; false positive rate;

    Sammanfattning : Randomized experiments are regarded as the gold standard for estimating causal effects. Commonly, a single test is performed using a fixed sample size. However, observations may also be observed sequentially and because of economical and ethical reasons, it may be desirable to terminate the trial early. LÄS MER