Sökning: "dynamic momentum"

Visar resultat 1 - 5 av 30 uppsatser innehållade orden dynamic momentum.

  1. 1. MERGING MOMENTUM -THE EFFECTS OF COMBINED CRASH MITIGATING STRATEGIES

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Sebastian Kavleskog; John Rolfsson; [2020-07-07]
    Nyckelord :momentum; momentum strategies; merging momentum; momentum crash; dynamic momentum; absolute strength momentum; extreme absolute strength momentum; risk-adjusted return; crash mitigating momentum;

    Sammanfattning : MSc in Finance.... LÄS MER

  2. 2. Distributional Dynamics of Fama-French Factors in European Markets

    Master-uppsats, KTH/Matematisk statistik

    Författare :Wilmer Löfgren; [2020]
    Nyckelord :Fama-French factors; NGARCH; Copula; Value-at-Risk; Risk model evaluation; Fama-French-faktorer; NGARCH; Copula; Value-at-Risk; Utvärdering av riskmodeller;

    Sammanfattning : The three-factor model of Fama and French has proved to be a seminal contribution to asset pricing theory, and was recently extended to include two more factors, yielding the Fama-French five-factor model. Other proposed augmentations of the three-factor model includes the introduction of a momentum factor by Carthart. LÄS MER

  3. 3. Techniques to inject pulsating momentum

    Uppsats för yrkesexamina på avancerad nivå, Luleå tekniska universitet/Strömningslära och experimentell mekanik

    Författare :Jelle Kranenbarg; [2020]
    Nyckelord :Hydro power; Rotating Vortex Rope; Flow control; Fluidic actuator; Synthetic jet actuator; Piston actuator; CFD;

    Sammanfattning : Hydro power plants are an essential part of the infrastructure in Sweden as they stand for a large amount of the produced electricity and are used to regulate supply and demand on the electricity grid. Other renewable energy sources, such as wind and solar power, have become more popular as they contribute to a fossil free society. LÄS MER

  4. 4. Beräkningsmetoder för Molekylsimuleringar

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

    Författare :Viktor Sandström; [2019]
    Nyckelord :;

    Sammanfattning : Denna avhandling handlar om beräkningsmetoder för att utföra molekylsimuleringar på ett system av enkla partiklar. Genom att använda Lennard-Jones parpotential kan den attraktiva-repulsiva kraften som verkar på atomer och molekyler modelleras. LÄS MER

  5. 5. Parameter Optimisation of EPAS Using CAE

    Master-uppsats, KTH/Fordonsdynamik; KTH/Fordonsdynamik

    Författare :Shounak Bhattacharyya; Suraj Sivaramakrishnan; [2019]
    Nyckelord :Electronic Power Assist Steering; Optimization; Subjective Assessment; Objective Metrics;

    Sammanfattning : To keep up with technological as well as logistical challenges of the modern automobile market, major car manufacturing firms have resorted to virtual simulation tools. This enables the development as well as validation of vehicular models much before resources are invested into a new physical prototype. LÄS MER