Sökning: "alpha size"

Visar resultat 16 - 20 av 77 uppsatser innehållade orden alpha size.

1. 16. Does Size Matter? : A quantitative study about how different-sized models in online shopping affect consumer loyalty among female customers in Sweden.

   Kandidat-uppsats,

   Författare :Joanna Kedzior; Marie Tiberg; [2022]
   Nyckelord :Different-Sized Models; Body Positivity; Awareness; Safety; Consumer Loyalty; Brand Imagery; Brand Judgments; Brand Feelings;

   Sammanfattning : This thesis aims to examine how the usage of different-sized models can improve consumer loyalty to a brand of female customers in Sweden. Previous research has examined how using non-skinny models appeals to female customers and what feelings are evoked, but there is little research on how this approach can increase consumer loyalty as a whole. LÄS MER

3. 17. Does size have an impact on Nordic Hedge Funds Performance?

   Kandidat-uppsats,

   Författare :Axel Johansson; Robert Rohlén; [2021-06-30]
   Nyckelord :Nordic Hedge Fund Returns; Seven Factor Model; Excessive Returns; Risk Adjusted Alpha;

   Sammanfattning : The paper examines the potential relationship between hedge fund’s size of assets under management and performance in the Nordic countries. We employ a modified version of the Fung and Hsieh’s seven-factor model to estimate the different hedge funds risk adjusted alphas, as a proxy for performance. LÄS MER

4. 18. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Erik Hulth; [2021-06-30]
   Nyckelord :Stock performance; Market anomalies; Asset pricing; Portfolio sorting techniques; Factor-portfolio sorting techniques; Value effect; Size effect; Momentum effect; Temporal influences; Business cycles; GDP-gap; Single-and Multi- Factor models; CAPM; Fama-French Three-Factor model; Carhart Four-Factor model; Risk-adjusted equity returns; Sharpe Ratio; Jensen´s alpha; NASDAQ OMX and NYSE;

   Sammanfattning : This Master´s thesis investigated the importance of the market anomalies size (market capitalization), value (Book-to-Market ratio) and momentum (lagged short-term momentum) for equity returns of small- and large-cap composite stock portfolios. The study focused on two contrasting stock markets (NASDAQ OMX and NYSE) across domestic business cycles over the time-period 2006 to 2021. LÄS MER

5. 19. Investigation of generative adversarial network training : The effect of hyperparameters on training time and stability

   Kandidat-uppsats, Högskolan i Skövde/Institutionen för informationsteknologi

   Författare :Alexander Gustafsson; Jonatan Linberg; [2021]
   Nyckelord :Generative adversarial networks; hyperparameters; training; neural networks; deep learning; EMNIST;

   Sammanfattning : Generative Adversarial Networks (GAN) is a technique used to learn the distribution of some dataset in order to generate similar data. GAN models are notoriously difficult to train, which has caused limited deployment in the industry. The results of this study can be used to accelerate the process of making GANs production ready. LÄS MER

7. 20. Kan Magic Formula generera Alpha på den Svenska aktiemarknaden efter kontroll för marknadsrisk, företagsstorlek och värdefaktor?

   Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

   Författare :Fredrik Widz; [2021]
   Nyckelord :Magic Formula; Anomalier; Faktorinvesteringar; Joel Greenblatt; Effektiva Marknadshypotesen; Kvantitativt investerande;

   Sammanfattning : This study intends to investigate the use of Joel Greenblatts investing strategy “Magic Formula” on the Swedish stock market for the 10-year period of last of March 2009 to last of March 2019-- a period characterized as a raging bull-market, mainly driven forward by historically low interest rates. This is done by the utilization of back testing, later comparing the returns with a benchmark(OMXSGI) as well as determining if the return can be aptly explained by the asset pricing models CAPM and Fama-French 3 factor with the use of regression analysis. LÄS MER