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486 Uppsatser om Mean-variance portfolio optimization - Sida 14 av 33

Kvinna & chef : samband mellan ledarstilar och kommunikationsformer

Similarities in earlier research between leadership styles and communication forms were found, partly concerning relations and partly concerning work assignments. Our approach was based on the notion that there could be a correlation between the manager2019s choice of communication mode (informal/formal) and leadership style i.e. Relation-Oriented Behaviour Leadership style/Task-Oriented Behaviour Leadership style. A gender perspective was used in the research. The method was quantitative with a questionnaire to women managers (N=78) in the private and the public sectors.

Elasticitetsmodulen i en kalkstabiliserad vägterrass : en fältstudie

Stabilization of subgrade is an internationally common technique to improve the characteristics of a soft soil. Improving the stiffness and bearing capacity of the subgrade enables the pavement to be designed with reduced depths of subbase and basecourse aggregates. This makes the stabilization technique both economically and environmentally interesting. Both natural and stabilized soils have high inherent property variability that should be considered when the characteristic value is derived. By analyzing the spatial variability in stabilized and natural subgrades it is possible get the parameters needed for reliability?based modeling of soil properties.

Kostnadsoptimering av singelfrekvensnät för marksänd
digital-tv med Simulated Annealing

I det här arbetet har algoritmen Simulated Annealing undersökts med avseende på dess möjlig att användas för att minimera av kostnaden för ett singelfrekvensnät för digital tv. Undersökningen är gjord genom att simulera ett antal testfall för att utreda hur olika ingående optimeringsparametrar inverkar på slutresultatet. Alla försök har genomförts i ett egenkonstruerat simuleringsverktyg, gjort i Matlab. En jämförelse av resultaten för två olika sätt att hantera täckningskraven har också gjorts, Simulated Annealing med- respektive utan straff metod. Alla genomförda försök har genererat en betydande kostnadssänkning jämfört med startkonfigurationen.

Optimal spelstrategi för yatzy

This report intends to analyze the difference between the original rules and a modification of the rules for the Scandinavian version of the world famous dice game yatzy (yahtzee). Several works are made previously existing strategies for yatzy and Yahtzee.The study was conducted using the optimal strategy calculated and implemented in the programming language Java. The execution of the application to create the file containing the optimal strategy was running on leased powerful servers from Amazon and took just over six hours each.A simulated player played 100,000 games based on the strategy, to obtain data which then was used to plot graphs and analyze the expected score and its standard deviation. The expected value (mean) and standard deviation of the score for the possibility of three or four throws were 233.00 ± 44.82 and 280.07 ± 41.25.In view of the results drawn the expected conclusion that the four possible throws provides increased probability of getting a high score, unlike the case where the player may only be able to throw the dice three times. The fact that the variance is lower in the case of four throw session is equivalent to that the likelihood to get close to the expected value increases..

Testing and optimization of Unicorn Fluid-Structure Interaction solver for simulating an industrial problem

In industry applications, such as power supply plants, the issue of interaction between fluid and structure is always presented. More precisely, the fluid flow affects the structure by applying force(s) on it and vice versa. As a result, the structure can move (vibrate) or deform. A good understanding of this problem can help to design the system in term of safety, stability and efficiency.This project aims to optimize and test the Unicorn FSI solver from the FEniCS project [1] to simulate the interaction of fluid and structure in an experiment, which was carried out at Vattenfall Research and Development. The target is to improve the Unicorn FSI solver to cope with a real industrial problem.

GALS,Design och simulering för FPGA med VHDL

Heat, clock scew and frequency optimization are some of the problems a semiconductor designer must face. By splitting a synchrounous block into multiple pieces which comunicates asynchronously with eachother and provide them with independent clocks, these problems may be reduced. GALS (Global Asynchronous Local Synchronous) is a wrapper that wraps a synchronous block and provides it with a clock. Multiple GALS-elements will make the whole system. The clockfrequency may be independently adjusted between each block.

P/E-effekten : En utvärdering av en portföljvalsstrategi på Stockholmsbörsen mellan 2004 och 2012

One could argue that the most discussed topic in finance is whether or not it is possible to ?beat the market?. Even though many people claim to do this, there is little evidence to support the idea that one can consistently beat the market over a long period of time. There are indeed several examples of investors who have managed to outperform the market consistently for a long time, but the efforts of these individuals or institutions could by many be considered to be pure luck.One of the many strategies that have been evaluated by several researchers and is said to generate a risk adjusted return greater than that of the market, is one based on the P/E-effect. This strategy is based on the financial ratio P/E ? price divided by earnings ? and used by constructing portfolios consisting of stocks with low P/E ratios.

Attitudes towards hedging by diversified and non-diversified farmers : a comparative qualitative study

Deregulation on the market for agricultural products leads to a more globalised market with increasing price fluctuations. This, in turn, places the farmer in positions influenced by new risks but also improved opportunities. The farmers are faced by uncertainty in terms of financial outcome. To be able to utilise these new market conditions it becomes increasingly important for farmers to continuously follow the price trend, and to develop strategies how to manage the risks exposed by a volatile market. Farmers with different conditions perceive risk in different ways. Hence, their risk management behaviour will vary.

Reagera och agera: Styrka och snabbhet i den manuella responsen för emotionella stimuli

In this study I investigated whether the strength in the manual response for emotional and neutral stimulus search arrays can explain some of the difference in reaction times (RT:s) for emotional stimuli, or not. Earlier, perceptual, cognitive and attentional processes has mostly been used to explain the variance in RT:s. Thirtythree individuals were asked to, as fast as possible, detect a target picture among distractor pictures in 3 rows x 4 columns arranged search arrays. The pictures were categorized in fear relevant animals (snake, spider) and neutral animals (cat). The results showed, more correct responses for cat target.

Long-Term performance of Swedish IPOs - 1990-2002

We have performed a study much similar to Ritter?s (1991) about long-term aftermarket performance of IPOs on the Swedish market during the years 1990 to 2002. The study resulted in evidence for that Swedish IPO do underperforms their benchmark-portfolios during a 36-months period. Though, the grade of underperformance depends of the chosen benchmark. The study is mainly focused on a particular benchmark, a portfolio of non-issuing firms matched by size and sector.

Att mäta fattigdomsbekämpning - En studie av social performance-rapportering inom mikrofinans

This study has a double purpose. First, it explores and maps out the use of quantitative key indicators in social performance reporting within a microfinance portfolio. This was done on behalf of Storebrand Asset Management, who would like to aggregate and report the social results of their microfinance investments to their customers. The study concludes that the extent of social reporting and types of indicators used varies, meaning that it is hard to aggregate data for use in further reporting. Thus, the work towards the goal of social reporting has only just begun.

Marin Marais pa? barockviola : tankar kring en transkription

I detta examensarbete har jag tillsammans med min kollega Markus Eriksson spelat in sju musikstycken med tydligt bera?ttande funktion. Dessa sju musikstycken fungerar som filmmusik till fyra olika historier som utspelar sig i ett la?genhetshus, ett introstycke som sammanfattar hela den musikaliska ide?n, ett stycke som gestaltar gatan samt ett stycke som beskriver ka?nslan i trapphuset. Materialet utgo?r en del av min portfolio och fo?rhoppningsvis kommer detta projekt o?ka mina mo?jligheter att fa? skriva musik till ro?rlig bild i framtiden.

Införande av portföljstyrning ? en fallstudiehos Atlas Copco Tools : ?Hur kommer prioriteringsbeslut rörande projektkandidaterpåverkas vid införande av portföljstyrning??

Dagens företagande innebär i en allt större utsträckning arbete i projektform.Denna förändring har skett i en ökande takt och studier visar att projektportföljen i enorganisation kan växa med så mycket som 50 % per år (Deloitte, 2006). Konsekvensen har blivit att många företags projektorganisationer inte har anpassat sigtill ökningen av antalet projekt och en formell metodik för att värdera projektkandidatersaknas ofta. Detta medför att värdefulla resurser hamnar i ?fel? projekt.Portföljstyrning, eller Project Portfolio Management, bildar den värdefulla bron mellantraditionell verksamhetsstyrning och projekthantering. Denna förvaltning möjliggörmaximering av projektens bidrag till företagets totala framgång (Levine, 2008).

Brutalism : skriftlig reflektion inom sja?lvsta?ndigt, konstna?rligt arbete

I detta examensarbete har jag tillsammans med min kollega Markus Eriksson spelat in sju musikstycken med tydligt bera?ttande funktion. Dessa sju musikstycken fungerar som filmmusik till fyra olika historier som utspelar sig i ett la?genhetshus, ett introstycke som sammanfattar hela den musikaliska ide?n, ett stycke som gestaltar gatan samt ett stycke som beskriver ka?nslan i trapphuset. Materialet utgo?r en del av min portfolio och fo?rhoppningsvis kommer detta projekt o?ka mina mo?jligheter att fa? skriva musik till ro?rlig bild i framtiden.

Man litar på minnet och intrycken : Lärares uppfattningar om vad som bedöms vid laborationer i naturvetenskapliga ämnen

Denna studie undersöker vad och hur lärare i de naturvetenskapliga ämnena bedömer i laborationer. Studien undersöker också om det finns några alternativ till det traditionella naturvetenskapliga sättet att synliggöra elevers utveckling i det praktiska momentet vid laborationer. För att få tillgång till lärares uppfattningar genomfördes i detta arbete tre intervjuer med lärare. Resultatet visar att, det som främst bedöms vid laborationer är laborationsrapporten. De kunskapskvalitéer som bedöms i det praktiska momentet är aktivitet och grupprocesser.

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