Alzheimers sjukdom är en smygande neurodegenerativ demenssjukdom som främst drabbar äldre och som karakteriseras av uppkomsten av amyloidplack och neurofibriller i hjärnan. De vanligaste symptomen är demens, kognitiva problem, inbillningar och aggressivitet. Alzheimer förekommer i två olika former, presenil och senil alzheimer. Den fullständiga mekanismen bakom alzheimer är ännu okänd men två proteiner, Beta-amyloid och tau, anses ligga bakom orsaken till alzheimer. Ett tredje inblandat protein som man funnit via genetisk analys är apolipoprotein E.

Can degree of degenerative brain disease be predicted with the help of measurements of cognitive deterioration?Alzheimer?s disease progresses through nerve cell break down in the brain and the simultaneous deterioration of the individual?s cognitive function. This disease is common among elderly persons. This thesis examines if the level of deterioration of cognitive function is associated with different biochemical and clinical markers for degenerative brain diseases. In addition, this thesis examines if the level of decline in cognitive functions vary between groups with different levels of degenerative brain disease.

Bakgrund: Deposition av fibrillär amyloid beta 1-42 (A?) i hjärnan är ett välkänt kännetecken för den neurodegenerativa sjukdomen Alzheimer?s (AD). Dessa ansamlingar påverkar pericyter, en celltyp involverad i blodkärlsfunktion och upprätthållande av blodhjärnbarriären (BBB). Pericyter uttrycker både receptorn low density lipoprotein receptor related protein 1 (LRP-1) till vilken A?1-42 binder, och proteoglykanet NG2.

Ett arbete om olika ljudnivåer i kycklingstallar under en uppfödningsperiod. Hur ljudet förandras inne i stallet i tackt med att djur och ströbädd växer.

SEB Merchant Banking provides to its 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 neutral is adjusting with the correct beta, since the beta changes, it is very important to have a good model for predicting beta in the future.This master thesis begins with describing what beta is in a CAPM sense. It then continues with recognizing the so called ?Two Beta Trap?, which separates two kinds of beta.

SEB Merchant Banking provides to its 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 neutral is adjusting with the correct beta, since the beta changes, it is very important to have a good model for predicting beta in the future.This master thesis begins with describing what beta is in a CAPM sense. It then continues with recognizing the so called ?Two Beta Trap?, which separates two kinds of beta.

SEB Merchant Banking provides to its 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 neutral is adjusting with the correct beta, since the beta changes, it is very important to have a good model for predicting beta in the future.This master thesis begins with describing what beta is in a CAPM sense. It then continues with recognizing the so called ?Two Beta Trap?, which separates two kinds of beta.

SEB Merchant Banking provides to its 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 neutral is adjusting with the correct beta, since the beta changes, it is very important to have a good model for predicting beta in the future.This master thesis begins with describing what beta is in a CAPM sense. It then continues with recognizing the so called ?Two Beta Trap?, which separates two kinds of beta.

SEB Merchant Banking provides to its 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 neutral is adjusting with the correct beta, since the beta changes, it is very important to have a good model for predicting beta in the future.This master thesis begins with describing what beta is in a CAPM sense. It then continues with recognizing the so called ?Two Beta Trap?, which separates two kinds of beta.

The beta value is frequently described in theory and is a well known factor to quantify the systematic risk in shares through the CAPM model. Initially, this study describes the advantages and difficulties with the estimating process and the problematic nature of the assumptions and descisons included in published beta values.An alternative method, Bottom-up beta, to estimate the beta value that probably has not been tested under Swedish circumstances is applied. The problems and decisions that have to be made to derive an alternative value are studied in detail through six separate steps. I have chosen nine companies at the Stockholm Stock Exchange where this method is used. The result showed that the systematic risk were higher at five shares and lower at four, compared to the published values.Finally there is a discussion about the practise, usefulness and opinions concerning how to estimate and interpret the beta value to determine the expected return..

As stocks have become a more common way for people to save their money, the range of financial information has had a substantial increase. To understand the assumptions that stock valuation and analysis are built upon, it is important for the reader to have an understanding for the models that are used by banks and institutions when recommendations are published.The cash flow model, which is the most commonly used stock valuation tool, is based on CAPM. This model describes the relationship between an assets return and its risk in relation to an index. The risk parameter is called the beta value and has grown to be the dominating risk factor within financial economics literature.The use of beta values has been widely discussed in the world of academics and some researchers claim that the degree of explanation brought about by the beta is so low that it should be discarded, others are faithful to the beta and believe that it still serves a purpose. As a result of this criticism other ways to calculate the beta have surfaced, models that take other factors of risk into consideration.

This paper investigates the compensation for risk in the context of the Swedish stock market with a special focus on downside risk. Using daily market data collected from the A-list of the Stockholm Stock Exchange between the years 1983 and 2005 the purpose is to answer the question whether Swedish investors are compensated for holding stocks with high downside risk, measured as downside beta. Using panel data analysis it is shown, in accordance with most previous evidence in international research, firstly that stocks with high beta values on average experience higher returns than stocks with low beta values, and secondly that stocks with high downside beta values experience higher returns than stocks with high beta values in general. On the other hand, cross-sectional regression methodology using a bivariate regression approach shows that downside beta does not explain excess returns very well. Instead, regression analysis suggest that high upside beta does a much better job in explaining excess return over this time period compared to downside beta.

Alzheimers sjukdom (AD) är den vanligaste formen av demens och kännetecknas av intracellulärt neurofibrillärt trassel (NFT) bestående av proteinet tau och extracellulära plack, uppbyggda av peptiden amyloid beta (A?). En växande skara studier har börjat peka mot att AD är en hjärnspecifik typ av diabetes. Insulinresistens följt av hyperinsulinemi och hyperglykemi är kännetecken för diabetes mellitus typ 2 (DMT2) och har visat sig vara en riskfaktor för AD. Insulin, ett hormon som kontrollerar glukoshomeostasen i perifera nervsystemet (PNS) och är viktigt för minne och inlärning, transporteras över blod-hjärnbarriären i en mättnadsbar transportmekanism och dess koncentration i centrala nervsystemet (CNS) minskar vid DMT2 och AD.

Bakgrund: Det är viktigt att främja barns fysiska aktivitet, eftersom det leder till många positiva hälsoeffekter. Tyvärr är många små barn idag inaktiva och når aldrig den rekommenderade gränsen på 60 minuters fysisk aktivitet per dag.  Syfte: Att beskriva hur fysisk aktivitet kan främjas bland barn, i åldrarna 2-8 år. Metod: Studien som utfördes var en litteraturstudie där tio vetenskapliga artiklar granskades. Resultaten sammanfattades genom att söka meningsbärande enheter och därefter skapades teman av dessa.

Tester av CAPM och Beta av bland andra Eugene Fama och Kenneth French (1992) har visat att det inte existerar något samband mellan systematisk risk (beta) och avkastning för aktier på den amerikanska aktiemarknaden. Andra forskare hävdar att det kan finnas ett samband mellan beta och avkastning om den studerade tiden fokuserar på isolerade perioder med antingen positiva eller negativa marknader. Kritik har även riktats av bland annat Richard Roll för att olika index som approximation för aktiemarknaden vid beräkningen av beta kan generera helt skilda värden och således betyda att investerare kan ha olika förväntade avkastningar för samma aktie.I denna studie försöker författarna besvara frågan om det existerar ett signifikant samband mellan beta och avkastning på den svenska aktiemarknaden. I studien undersöks sambandet på en aggregerad nivå under den totala studieperioden mellan 2003-2011 och även under isolerade positiva samt negativa marknader under samma period. Författarna använder sig av två olika index som approximation för den svenska aktiemarknaden, OMX Stockholm PI och OMX Stockholm 30, vid beräkningen av beta. För att kunna undersöka sambandet delas aktierna in i portföljer där snittvärden på beta och avkastning beräknas och studeras sedan i regressionsberäkningar.Resultatet av studien visar att det existerar ett signifikant samband mellan risk, symboliserat av beta, och avkastning på den svenska aktiemarknaden vid positiva marknader under den studerade tidsperioden.