Uppsatser om alpha-beta
17 uppsatser · sida 1 av 2
Masteruppsats · Linköpings universitet
… institutional customers a true market neutral product called Dynamic Manager Alpha (DMA). The DMA is constructed by a long position in an exceptionally well performing mutual fund and a beta adjusted short position in an appropriate index. The key to making the product market …
Magisteruppsats · Uppsala universitet
… institutional customers a true market neutral product called Dynamic Manager Alpha (DMA). The DMA is constructed by a long position in an exceptionally well performing mutual fund and a beta adjusted short position in an appropriate index. The key to making the product market …
Magisteruppsats · Uppsala universitet
… institutional customers a true market neutral product called Dynamic Manager Alpha (DMA). The DMA is constructed by a long position in an exceptionally well performing mutual fund and a beta adjusted short position in an appropriate index. The key to making the product market …
Magisteruppsats · Uppsala universitet
… institutional customers a true market neutral product called Dynamic Manager Alpha (DMA). The DMA is constructed by a long position in an exceptionally well performing mutual fund and a beta adjusted short position in an appropriate index. The key to making the product market …
Magisteruppsats · Uppsala universitet
… institutional customers a true market neutral product called Dynamic Manager Alpha (DMA). The DMA is constructed by a long position in an exceptionally well performing mutual fund and a beta adjusted short position in an appropriate index. The key to making the product market …
Examensarbete · SLU
… and the absorption of vitamin A and E in horses. The influence of DM level on alpha-tocopherol and beta-carotene content in ensiled forage was investigated in a controlled ensiling study using baled silage and haylage. The results from the ensiling study were combined with data …
Kandidatuppsats · Södertörns högskola
… theory. Theory: Morningstar Rating, Treynor ratio, Sharpe ratio, Jensen's Alpha, Standard Deviation, Beta. Conclusion: The risk-adjusted performance measures used in this study shows that there are clear differences between the two fund groups, where the AP-funds performed worse …
Kandidatuppsats · KTH
… perform against each other. Two search algorithms were implemented: Minmax and Alpha-Beta Pruning. Alpha-Beta with depth 4 had the best performance against other strategies as well as in individual tests.
Advokatbyråns skadeståndsansvar gentemot köparen enligt tillitsprincipen
Magisteruppsats · Högskolan i Jönköping
… Moreover, we still find a significant positive excess return (Jensen’s alpha and size-adjusted return) by replicating Sloans (1996) hedge portfolio by taking a long position in the stock of firms reporting relatively low levels of accruals and a short position in the stock of …
- Empirisk studie av den europeiska aktiemarknaden.
Magisteruppsats · Uppsala universitet
… Moreover, we still find a significant positive excess return (Jensen’s alpha and size-adjusted return) by replicating Sloans (1996) hedge portfolio by taking a long position in the stock of firms reporting relatively low levels of accruals and a short position in the stock of …
Magisteruppsats · Högskolan i Borås · 2009
… som vår metod baserar sig på. Detta resulterade i den första versionen (Alpha) av vår utvärderingsmetod. Under andra iterationen använde vi oss av metametoden MA/SIMM för att utvärdera vår egen utvärderingsmetod. På så sätt tillämpade vi både intern- och teorigrundning. Detta …
Design, algoritmer och implementation
Examensarbete, grundnivå · Linköpings universitet
Att "smarta" brädspelande datorprogram har blivit mycket bättre under de senaste årtiondena har väl knappast kunnat undgå någon. Med brädspel menar jag spel såsom Go, Othello, Backgammon och Schack. Idag spelar program, som körs på en reguljär PC, bättre än de flesta människor …
Kandidatuppsats · SLU
… site as regular oestradiol-17?. These binding sites are receptors called alpha (ER?) and beta (ER?). Phytoestrogen can cause certain problems when sheep graze on phytoestrogen rich grass. Sheep can get reproductive disorders such as producing fewer lambs or difficulty getting …
Kandidatuppsats · Uppsala universitet
… They mediatetheir effect through their receptors: estrogen receptor alpha and beta and progesteronereceptor A and B, respectively. Leukemia inhibitory factor (LIF), which is also important forimplantation, mediates its effect through LIF receptor and the coreceptor, gp130, and …
En studie som jämför riskjusterad avkastning mellan svenska etiska aktiefonder och traditionella aktiefonder
Kandidatuppsats · Södertörns högskola
… and risk-adjusted return on the Swedish stock market. Theory: Beta, Jensen's Alpha, Sharpe ratio, Treynor ratio, and Modern Portfolio Theory. Method: Quantitative survey method, a statistical study. Conclusion:The study concludes that there is no significant difference between …