Sökning: "variance ratio test"

Visar resultat 1 - 5 av 23 uppsatser innehållade orden variance ratio test.

  1. 1. Könsbaserade värderingsskillnader i eventuellt sexuellt trakasserande situationer : En enkätbaserad experimentiell variansanalys

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för psykologi (PSY); Linnéuniversitetet/Institutionen för psykologi (PSY)

    Författare :Oscar Bauer; Soma Ahmadi; [2020]
    Nyckelord :Sexual harassment; evaluation differences; prototype theory; gender-based differences;

    Sammanfattning : This study aimed to investigate gender-based evaluation differences in situations that occasionally can be perceptualized as sexual harassing situations. Hypothesis stated that when women are presented as victims in an eventual sexual harassing situation, participants would rate the event as more serious in comparisons when the victims are men. LÄS MER

  2. 2. Can cryptocurrencies enhance portfolio performance?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Mortimer Henningsson; [2019]
    Nyckelord :cryptocurrencies; Bitcoin; asset selection; diversification; portfolio strategy; Business and Economics;

    Sammanfattning : This thesis utilizes mean-variance analysis and Sharpe-ratio optimization to explore the possibilities of adding cryptocurrencies to enhance portfolio performance. While earlier such research has focused on Bitcoin alone, this study examines 17 of the largest cryptocurrencies, selected based on their market capitalization. LÄS MER

  3. 3. A Black-Litterman portfolio allocation model combined with a Markov switching framework

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Axel Skantze; [2018]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : This is a M.Sc. thesis investigating the compatibility and performance of a regime switching framework as a complement to the Black-Litterman portfolio allocation model. Conclusively, it is considered to be a compatible match of models in terms of practical implementation and the results indicate that the model is performing well. LÄS MER

  4. 4. VIX ETPs as Portfolio Diversifiers

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

    Författare :Nils Hartung von Hartungen; Michael Katzdobler; [2017]
    Nyckelord :VIX; ETPs; Mean-Variance Spanning; Mean-Variance Criterion; Multi-Objective Portfolio Selection;

    Sammanfattning : This paper studies whether the popularity of VIX ETPs can be explained by their suitability as portfolio diversifiers for retail investors having access to a typical set of ETFs. We first carry out an analysis from the perspective of investors with a quadratic utility function by employing the mean-variance spanning test and the mean-variance criterion. LÄS MER

  5. 5. En jämförelse mellan kvantitativ och traditionell fondförvaltning - Är det dags for algoritmerna att ta över fondförvaltningen?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Johan Larsson Garniche; Jesper Wijk; [2017]
    Nyckelord :Quantitative Fund; Fundamental Analysis; Algorithm; Value Fund; Business and Economics;

    Sammanfattning : The purpose of this thesis is to compare quantitative management of stock-funds versus traditional management as a fundamental strategy, for a period of 10-years between 2007- 2017. Our essay has a special focus towards extreme market-conditions, which we defined as deviations of 5% in the MSCI World Index. LÄS MER