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344 Uppsatser om Sharpe-ratio - Sida 10 av 23

Grundläggande hyperbolisk geometri

I denna uppsats presenteras grundläggande delar av hyperbolisk geometri. Uppsatsen är indelad i två kapitel. I första kapitlet studeras Möbiusavbildningar på Riemannsfären. Andra kapitlet presenterar modellen av hyperbolisk geometri i övre halvplanet H, skapad av Poincaré på 1880-talet.Huvudresultatet i uppsatsen är Gauss ? Bonnét´s sats för hyperboliska trianglar..

Validering av Casmo-5M / Simulate-3

The objective of this M. Eng. Diploma work was to validate the new version, CASMO-5M, and compare the results with CASMO-4E, by using the same input in both programs. The tasks that were included in this work was to compare TIP-measures, k-effective curves (warm), k-effective curves (cold), the effect of void on k-effective, the isothermal temperature coefficient (ITC), the moderator temperature coefficient (MTC), damping ratio calculations, internal effect in a fuel bundle of a BA-rod, the speed of BA-out burn, impact of xenon, falling control rod, margins and isotopes.The TIP-measures showed that the differences were small for all reactors, at most, 6% nodal improvement by C5M (Casmo-5M) for Oskarshamn 3. The warm measurements of k-effective showed that C5M had a higher value for all cycles of Oskarshamn 1, 2 and 3 in comparison to C4E (Casmo-4E).

Utveckling av modell för kvalitetsstyrning av polyetenreaktor

Allt större och större andel företag väljer att presentera och förmedla varor och tjänster via e-handel. En viktig aspekt vid e-handel är att kunden känner förtroende för e-handelsapplikationen och företaget. Denna rapport redogör för vilken inverkan multimediala inslag har för förtroendet av en e-handelsapplikation, vid initialt användande. En undersökning har genomförts med hjälp av en kooperativ utvärdering av fyra e-handelsapplikationer vilka innehåller olika typer av multimediala inslag har.Resultatet av undersökningen visar att multimediala inslag inverkar positivt på förtroendet för e-handelsapplikationer. Däremot finns indikationer på att för hög grad av multimedialt inslag inverkar negativt på förtroendet för e-handelsapplikationer..

Hållbar och framgångsrik? : samband mellan hållbarhetsprestanda och finansiella aspekter i börsföretag

Many companies have historically forced their interests through without any thoughts about the future needs of the humans and the society. In the last few years voices have been raised for a change, companies need to take their responsibility regarding sustainable development.The purpose of the report is to describe and explain possible relations between sustainabil-ity performance of companies and profitability, valuation, industry and size respectively.To be able to judge the sustainability performance of the companies Folksam (2006a) have been used. This is a solid investigation of the companies listed on the A- and O-lists of the Stockholm Stock Exchange by the end of 2005. The sustainability marks have been com-pared with the chosen key values for each hypothesis respectively. With this quantitative data as foundation, a quantitative approach and a deductive method have been used.In the first area of the investigation, profitability, the authors found correlation for the main hypothesis between sustainability performance and ?Return on Total Assets? through a statistical test.

Värdepremium på den svenska marknaden - En residualvinstvärdering med säkerhetsmarginal

This paper attempts to investigate the correlation of 12 month abnormal returns and the fundamental value of stocks in theSwedish stock market between the year 2000-2011. Also, the paper tries to apply and evaluate the concept of the margin ofsafety. In estimating the fundamental value we use the residual income valuation model and three different estimationapproaches of the beta coefficient in order to correct for financial and operational biases. We find that our different portfoliosearn abnormal returns. However, this could be explained by the size effect and P/B effect.

Sveriges bostadsmarknad - Befinner vi oss i en prisbubbla?

This bachelor thesis aims to analyse the Swedish mortgage market and investigate whether it is in a current price bubble or not. Comparisons have been made with Denmark, a country with a market similar to Sweden?s, and where the mortgage market faced a price bubble that crashed in 2008. The housing market in Stockholm has been analysed as a separate market, as it differs from Sweden as a whole in prices and underlying factors to increased prices. The conclusion of this thesis is that not Sweden, nor Stockholm, is currently in a price bubble at the mortgage market.

Analys av fastighetsbolagens möjlighet att klara en ny lågkonjunktur. : En kvantitativ studie av fastighetsbolag i Europa

The goal of this thesis was to explore how real estate investment companies are affected by a weaker world economy. The reason to investigate this was that in the 90s in Sweden, the housing market crashed in conjunction with the bank collapse. Therefore I have looked at how the commercial real estate companies would be affected if we were to have a double dip recession, because it has been confirmed by Gyourko that commercial real estate market and the housing market tend to react in the same way on new fundamental information. This was examined through a sensitivity analysis, one investigated the effect of falling rent income and the second analysis looked at the effect of higher interest costs. I found that IAS 40 rule about unrealized profits of properties affected the results in a significant matter and therefore decided to include the regulation in my thesis.

Testosteron och matematik;Fingerlängd (2D:4D) : en indikator för matematisk förmåga?

En individs prenatala testosteronhalter kan mätas genom att ta fram ett relationstal mellan längden på pek- och ringfinger: ett 2D:4D digit ratio index. Studier har visat att det finns ett samband mellan högre testosteronhalter och god matematisk förmåga. I föreliggande studie deltog 40 svenska gymnasieungdomar. Två hypoteser undersöktes: det finns ett samband mellan 2D:4D och matematikresultat samt det finns ett samband mellan kön, 2D:4D och matematikresultat. Datainsamlingen bestod av fingermätningar och provresultat i matematik.

Effektmätning i pump

The interest for power and energy measurement has greatly raised with todays increasing electricity prices and enviromental awareness. In the search for energy efficient solutions, the measurements are more complex due to increasing of non linear components. Harmonics and non sinusoidal voltages put high demands on sampling and filtering. Meanwhile, the price must be controlled so the customer still will find it interesting to invest in smaller plants. ITT W&WW asks for a robust, heat resistant power meter with compact dimensions to allow mounting inside the casing of a pump.

Agroprotein som fodermedel till slaktkyckling

Destillers dried grains with soluble (DDGS) is a by-product when producing ethanol. DDGS from wheat has a high crude protein content and a good amino acid profile, which makes it an interesting feed ingredient for poultry. The disadvantage of feeding DDGS from wheat to poultry is that it also contains a high fiber content that chickens don?t have the ability to break down. Lantmännen Agroetanol has developed a new protein feedstuff from DDGS by extracting wheat protein from DDGS, the product name is Agroprotein SD.

Omkonstruktion av testrigg för småskalig ångsmotor

The actual project presents the development of a testing rig for a steam engine. A short overviewabout the development of steam engines is presented, until arriving to the development of thepresent engine, which will require to be tested in different ways.The testing rig studied on this project (based on a Lanchester engine) will be used to testdifferent materials and layouts for the group Piston-Cylinder.The engine is a high performance steam power engine, which is going to have a highpower/dimensions ratio, what will lead to require high performance components and materials.An introduction to the testing rig is presented, and the entire design project is done in order toreplace the disappeared documentation of the current testing rig, built on the 1970?s. Also somemodifications done in the original testing rig are presented, as well as some detected problemsand their possible solutions..

Har ökad öppenhet påverkat den automatiska stabilisatorn? : -en makroekonomisk paneldatastudie

This paper investigates the automatic stabilizer and the underlying factors behind its function. The paper includes both a literature review and an empirical analysis. The literature review discusses the IS-LM and Mundell-Fleming models and different ways to quantify the automatic stabilizer. Based on the theory, the relationship between volatility in GDP and the size of the automatic stabilizers is then analyzed with the help of regressions. Our main result shows a negative relation between these two variables.

Hur tillgänglig är staden? : fallstudie av Kungsgatan och Föreningsgatan i Malmö

How accessible is the city? Is there more factors than merely the strictly physical that affect how accessible the city is perceived? These questions are the starting point of this study. The greatest emphasis, in this study, is placed on the perceived parameters that affect us humans when we move in our cities. Experiences and internal images can change our behaviour and prevent free movement in the city. The result from this study shows that a city can not be seen as fully accessible unless both the physical and the perceived accessibility are fulfilled.

Mätning av partikelmassa i avgaser från en dieselmotor

This master thesis was a continuation of a previous study in the diesel exhaust characterization, which is part of the academical work embedded in the EMIR-1 project. The main objective of this thesis work was to finish the installation and make the proper modifications of the particulate mass measuring system located in one of the engine test cells at KTH, in order to be able to measure the mass of the particles from the exhaust of diesel engines.This experiment requires a diluted flow sample from the exhaust that should be sent to the device that makes possible the measurement of particle mass, called TEOM. In the first stage of this project, the objective was to study and make the proper modifications in the existing KTH diluter because there were several problems to obtain a constant dilution ratio from it during tests.This modifications were made and it resulted in a great improvement in the maximum inlet and outlet flow that this diluter can handle. Therefore another modification is proposed for controlling the inlet exhaust flow so it will be possible to regulate the dilution ratio and make it constant along a wide range of engine loads and speeds.The second and most important stage was to make particulate mass measurements possible by analyzing the frequency signal from the TEOM device. The idea was to obtain the frequency of oscillation from the tapered element in the TEOM, and therefore with the proper correlations, be able to predict the particulate mass concentration in the exhaust flow from the engine.An electrical problem in the TEOM circuit was detected and corrected, so the signal that carries the frequency from the TEOM can be analyzed properly.

Stora och små fondbolags riskjusterade avkastning : en studie om svenska fondbolag

Syfte: Syftet med uppsatsen är undersöka skillnaden i den riskjusterade avkastningen mellan de stora och små svenska fondbolag som investerar på den svenska fondmarknaden samt tillväxtmarknaden. Syftet innefattar också att undersöka vilka aktörer som visar högst riskjusterad avkastning samt om skillnaden för den riskjusterade avkastningen beror på respektive fondbolags storlek.Metod: Metoden som har använts för studien har varit en kvantitativ sådan, där data har inhämtats från Morningstar samt respektive fondbolags årsredovisning. Därefter har all data bearbetats med hjälp av Microsoft Excel för att sedan beräkna ut varje fond års och medelavkastning samt Sharpe-kvot, detta för att kunna få ut fondbolagens riskjusterande avkastning. Resultatet har redovisats i empiriavsnittet med figurer och tabeller, därefter har resultatet analyserat och jämförts med de teorier som har använts för studien. Slutsats: Studien visar att det uppstår skillnader i den riskjusterande avkastningen för stora och små fondbolag.

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