Sökning: "transaction costs"

Visar resultat 1 - 5 av 370 uppsatser innehållade orden transaction costs.

  1. 1. Business-to-Business Market Making on the Internet: A Case for End-of-Life Electric Vehicle Batteries

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Hannes Marten; [2020-07-23]
    Nyckelord :Electric Vehicle Battery; Repurposing; Second Life; Business-to-Business; Market Making; Marketplace; Principal-Agent Theory; New Market Creation;

    Sammanfattning : Introduction: The ongoing transformation towards emission-free means of transportation goes alongwith the resource-intensive production and integration of electric vehicle batteries. Despite theenvironmental potential in decarbonizing the transport sector, electric vehicle batteries lose capacityover time and use and are only usable for transportation purposes until reaching 70 to 80 residualcapacity. LÄS MER

  2. 2. Quantitative tactical asset allocation: Using the VIX to exploit bull and bear market movements in a Mean-Variance portfolio

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Christian Persson; Robin Williams; [2020-07-08]
    Nyckelord :VIX; strategy; mean-variance; simple moving average; volatility; transaction costs; bull market; bear market;

    Sammanfattning : MSc in Finance.... LÄS MER

  3. 3. Momentum and Trend in Sweden: Enhancing profits and limiting downside risk by using indicators from different time horizons

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Alan Dari Lindahl; Jan Wiki; [2020-07-07]
    Nyckelord :momentum; momentum crash; echo; trend; moving averages; cross-section; downside risks; predictability; factor models; turnover; transaction costs;

    Sammanfattning : MSc in Finance.... LÄS MER

  4. 4. Deep Learning and the Heston Model:Calibration & Hedging

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Oliver Klingberg Malmer; Victor Tisell; [2020-07-03]
    Nyckelord :deep learning; deep hedging; deep calibration; option pricing; stochastic volatilty; Heston model; S P 500 index options; incomplete markets; transaction costs;

    Sammanfattning : The computational speedup of computers has been one of the de ning characteristicsof the 21st century. This has enabled very complex numerical methods for solving existingproblems. As a result, one area that has seen an extraordinary rise in popularity over the lastdecade is what is called deep learning. LÄS MER

  5. 5. Predicting Asset Prices with Machine Learning

    Kandidat-uppsats,

    Författare :Adam Eklund; Valter Trollius; [2020-06-29]
    Nyckelord :Machine learning; neural networks; OLS regression; asset pricing; financial forecasting; out-of-sample; predictability;

    Sammanfattning : This study examines whether machine learning techniques such as neural networks contain predictability when modeling asset prices and if they can improve on asset pricing prediction compared to traditional OLS-regressions. This is analyzed through measuring and comparing the out-of-sample R2 to find each models’ predictive power. LÄS MER