Sökning: "q-factor model"

Visar resultat 1 - 5 av 7 uppsatser innehållade orden q-factor model.

  1. 1. Demographic equilibrium modelling of single tree selection stands in Siljansfors : judging the sustainability of single tree selection systems in Sweden

    Master-uppsats, SLU/Dept. of Forest Ecology and Management

    Författare :Ludwig Olofsson; [2023]
    Nyckelord :CCF; continuous cover forestry; single tree selection; equilibrium models; forestry;

    Sammanfattning : Lately debates have occurred questioning the rotation system, which is the most used silvicultural system in Sweden. Continuous cover forestry (CCF) has therefore been suggested as an alternative management method, due to its environmental benefits such as increased biodiversity and higher resilience against extreme weather which is important with the current climate change. LÄS MER

  3. 2. Q-factor Investment Approach: Evidence from the Swedish Equity Market

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Jesper Lundgren; Robin Olin; [2021-06-30]
    Nyckelord :Asset pricing; q-factor model; Swedish equity market;

    Sammanfattning : Four easily measured factors: market, size, investment, and pro tability together con- stitute the empirical q-factor model. The combination of factors have previously shown to largely capture the cross-sectional variation in average stock returns. LÄS MER

  4. 3. Investigating New Multifactor Models with a Conditional Dual-Beta : Can a Conditional Dual-Beta in the Market Factor add Explanatory Value in New Multifactor Models? A study of the Swedish Stock Market between 2003 and 2015

    Magister-uppsats, Linköpings universitet/Företagsekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Joakim Lind; Lars Sparre; [2016]
    Nyckelord :Asset-pricing model; Multifactor model; Conditional beta; Dual-Beta; Five-Factor Model; Q-Factor Model; Beta-sorted Portfolios; Swedish Stock Market;

    Sammanfattning : This thesis investigates pricing-performance of two recently developed multifactor asset-pricing models with the implementation of dual-betas dependent upon prevailing market-conditions. The models included in the study are the Fama and French five-factor model and the Q-factor model by Hou, Xue and Zhang. LÄS MER

  5. 4. Lower bounds on the Q-factor for small oversampled superdirective arrays over a ground plane

    Master-uppsats, KTH/Skolan för elektro- och systemteknik (EES)

    Författare :Masahiro Wakasa; [2016]
    Nyckelord :;

    Sammanfattning : Base station antennas for next generation mobile communication networks will be required to have a wide bandwidth for compatibility and support multi-beam applications. Antenna arrays are one possible candidate for a next generation base station antenna since they can obtain high directivity, support multi-beam and wide angle scanning. LÄS MER

  7. 5. Multifaktormodeller på den svenska marknaden - En studie av OMX Stockholm mellan 1996 och 2014

    Magister-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Peter Hammarfrid; Tom Henningsson; [2015]
    Nyckelord :Asset pricing model; Fama and French; Five Factor Model; Q-factor model; Anomalies; Multifaktormodell; Fama och French; Fem-faktormodellen; Q-faktormodellen; Anomali;

    Sammanfattning : Bakgrund:CAPM räcker i flera tillfällen inte till för att estimera framtida avkastning. Vissa av prisavvikelsernafrån CAPM är väldokumenterade och har bestått över tid, vilket har lett till uppkomsten avkorrigerande faktorer. En modell som använder sig av två sådana korrigerande faktorer är Fama ochFrenchs tre-faktormodell. LÄS MER