Sökning: "mean return"

Visar resultat 1 - 5 av 259 uppsatser innehållade orden mean return.

  1. 1. Elektrifiering och lönsamhet i bilbranschen

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Erik Junkers; Jakob Nilsson; Arvid Trogen; [2024-03-06]
    Nyckelord :;

    Sammanfattning : The most prominent trend in the automotive industry right now is electrification. Consumers and global regulations force companies to offer more environmentally friendly alternatives to the fossil car. But sustainable development is not only about offering environmentally friendly alternatives. It must also be economically feasible. LÄS MER

  3. 2. ÖB beordrar framåt marsch- varför står vi kvar? : Om samspelen mellan linjeorganisation och processer

    Kandidat-uppsats, Högskolan i Halmstad/Akademin för företagande, innovation och hållbarhet

    Författare :Johan Olsson; Marcus Wallberg; [2023]
    Nyckelord :Organisationsförändring; Förändring; Tillväxt; Försvarsmakten; Kultur; Processorientering; Chefer;

    Sammanfattning : The Swedish Armed Forces is an organisation that is constantly undergoing changes. The period after the dissolution of the Warsaw Pact means that several defense decisions during the 1990s and early 2000s are enforced with extensive cuts and changed tasks for the organization. LÄS MER

  4. 3. Robust Portfolio Optimization with Correlation Penalties

    Master-uppsats, KTH/Matematisk statistik

    Författare :Pelle Nydahl; [2023]
    Nyckelord :Portfolio Optimization; Portfolio Allocation; Robust Optimization; Correlation; Risk Factor Model; EMA Filtering; Weighted Linear Regression; Portföljoptimering; Portföljallokering; Robust optimering; Korrelation; Riskfaktor-modell; EMA-filtrering; Viktad linjär regression;

    Sammanfattning : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. LÄS MER

  5. 4. Probabilistic Added Wave Resistance Predictions for Design of RoPax Ferries

    Master-uppsats, KTH/Lättkonstruktioner, marina system, flyg- och rymdteknik, rörelsemekanik

    Författare :Jonathan Viinikka; [2023]
    Nyckelord :Added wave resistance in head waves; Roll-on Roll-off Passenger ferry; Probabilistic wave environment; Semi-empirical method; Adderat vågmotstånd i motsjö; Roll-on Roll-off Passagerar Fartyg; Probabilistiska vågförhållanden; Semiempiriska beräkningsmethoder;

    Sammanfattning : This thesis investigates reasons for significant uncertainties in added wave resistance predictionsand how wave conditions can potentially affect the design of RoPax ferries. The objectiveis to find a suitable prediction method of added wave resistance for the RoPax ferry designapplication. LÄS MER

  7. 5. Coverage initiations : an exploratory casestudy

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Lina Ek; Maria Karlsson Osipova; [2023]
    Nyckelord :Commissioned equity research; Initiation report; Event study; Abnormal return; Trading volume; Uppdragsanalys; Initieringsrapport; Eventstudie; Abnormal avkastning; Handelsvolym;

    Sammanfattning : This master thesis is exploring the influence of coverage initiation reports issued by commissioned equity research analysts on stock prices and trading volumes. Equity research actors, with their expertise and skill, are providing the market with valuable information and filling the knowledge gaps that investors may have. LÄS MER