Sökning: "variance contribution."

Visar resultat 1 - 5 av 52 uppsatser innehållade orden variance contribution..

  1. 1. A Causal Analysis of Cat Bond Markets

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Tim Matheis; [2023]
    Nyckelord :Cat bonds; Insurance-linked securities; Causal machine learning; Random forests;

    Sammanfattning : This work is a contribution to the causal analysis of the catastrophe bond market, which has generated high excess returns over the last two decades. Since these excess returns remain partially unexplainable and the interest in catastrophe bonds is increasing, the causal study of the factors affecting their premiums is of high relevance. LÄS MER

  3. 2. Kan variabler avseende tal och språk vid 7 års ålder förutsäga läsförmågan vid 10 års ålder hos barn med unilateral läpp- käk- gomspalt?

    Magister-uppsats, Lunds universitet/Logopedi, foniatri och audiologi

    Författare :Linnéa Nilsson; Andela Celikovic; [2023]
    Nyckelord :Unilateral läpp- käk- och gomspalt; läsförmåga; fonologisk medvetenhet; lexikal variation; procent korrekta konsonanter; Medicine and Health Sciences;

    Sammanfattning : Sammanfattning Syfte: Studiens syfte var att öka kunskapen om relationen mellan tal och språk vid 7 års ålder och läsförmågan vid 10 års ålder hos barn med unilateral läpp- käk-och gomspalt (LKG). Metod: Det var 59 barn i 7 års ålder som testades med Bussagan, FONOLEK och SVANTE av logopederna vid de olika LKG-centra. LÄS MER

  4. 3. Is reaching for the whisky bottle justified? Examining the value of whisky and its inclusion in the optimal portfolio

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gustaf Lugnegård; Hugo Freij; [2023]
    Nyckelord :Whisky; hedonic regression; convenience yield; portfolio theory; Business and Economics;

    Sammanfattning : This study aims to evaluate whisky as an investment through two research questions: “What affects the value of whisky?” and “Should whisky be included in the optimal portfolio?”. The value of whisky is examined by constructing a hedonic regression using five hedonic attributes. Also, the convenience yield associated with whisky is examined. LÄS MER

  5. 4. Portfolio Performance Analysis: Combining Cryptocurrencies with Traditional Assets

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Mihail Huzun; [2022-06-29]
    Nyckelord :Cryptocurrencies; Bitcoin; Ethereum; Ripple; Litecoin; Portfolio Strategies; Diversification Benefits; Markowitz;

    Sammanfattning : This paper investigates the role of cryptocurrencies in enhancing the performance of portfolios constructed with traditional assets. Therefore, my thesis wants to ascertain if investors should consider adding cryptocurrencies to their investment portfolios. The sample period covers almost seven years of daily data. LÄS MER

  7. 5. The benefits of optimized portfolios- An empirical comparison between optimized portfolios and benchmarks

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :John Nestenborg; Simon Petersson; [2022-06-29]
    Nyckelord :Optimized portfolios; Global Minimum Variance; GMV; Equal Risk Contribution; ERC; Naive portfolio; Market-Capitalization portfolio; Comparison between portfolio weighting schemes;

    Sammanfattning : Uncertainty about the future is an everlasting part of investing. This study aims at testing the historical performance out-of-sample for optimized portfolios and if the performance was superior to benchmarks. 11 different portfolios are compared to two different benchmarks; the naive- and market-capitalized portfolio. LÄS MER