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… in an article in the Journal of Finance 1952, Harry Markowitz? mean - variance model for portfolio selection has become one of the best known models in finance. The model was one of the first in the world to deal with portfolio optimization mathematically and have directly or …
This study compares the sample variance of the mean in a simple random sample (SRS) and a systematic sample from a surface. The study also compares the prediction error variance in a SRS and systematic sample from a random field. Recommendations are presented on which method to …
… of variable values (in Swedish VVK) of life situations and mean and variance of the variable VK. Mean and variance for VK is let become the variables of a two-dimensional space. In such a space every observation contains data for a group of patients. If the observations for …
… Conclusions: The studied form of mass customization causes high production variances which increases the probability of creating production bottlenecks and thus enlarge the risk of limiting the production output. The main impacts of mass customization, affecting variance, are a …
… financial crisis. We will examine two different portfolio theorys, the Minimum Variance portfolio and the beta portfolio. We have chosen to study two different portfolios, and followed their development during the financial crisis with its start in 2008 and the IT bubble with …
en styrkeanalys angående vattendrag i västerhavets vattendistrikt för fastställandet av provantal i tid och rum för ett effektivt omdrevsprogram
… monitoring program has been made using a specific group of variables. The variance in the selected data was then analysed in order to extract variance components. With the variance component explained by time and space a power analysis was performed in order to find out how many …
Finansiella index är viktade genomsnitt av olika tillgångars avkastning från en bestämd tidpunkt. Traditionella index är börsvärdeviktade. Problemet med denna typ av index är att börsvärdet tidvis kraftigt kan överdrivas på grund av spekulation. Alternativa index bygger på …
… averages (EWMA) achieve relatively promising estimations of future returns. Covariance matrix estimation seems to be more straightforward. We have achieved promising results using both traditional EWMA models as well as improved estimators using principal component …
… illness has changed over time and if so, in what way. A four-way analysis of variance with fixed effects is the best way to examine the differences in ”Proportion of the population with sick-benefit”. We start out by eliminating the insignificant interactions and then according …
… Nyckelord: Aktieindexobligation, Sharpe kvot, risk, avkastning, mean-variance
… Den huvudsakliga teorin som användes var statistiska metoder, Mean variance-kriteriet och Sharpekvoter. Slutsatser: Studien visar alltså att SPAX har varit en lönsam investering oavsett placeringshorisont. Resultatet kan dock inte mäta sig med övriga studerade tillgångar i en …
… size (NeF) calculated for the period 1997-2004 was 550 horses and the variance effective populations size (NeV) was 184 horses. The variance effective population size was estimated for the period 1989-1996. The heritability and correlations of the three-year-old horses show a …
En jämförelse mellan barn med olika nivå av läsförmåga, utifrån The Simple View of Reading
… comprehension, respectively. However, the two factors increased the explained variance in reading ability for the children with reading difficulties. In this group the two factors in The simple view of reading explained somewhat less of the variance in reading ability than for …
en fältstudie
… do so, three statistical parameters need to be evaluated, i.e. the mean, the variance and the scale of fluctuation, which is the distance within which soil properties show relatively strong correlation. The objective of this thesis is to study different devises for determining …
… The developed models provides an explanation rate between 54-60 % between the variance of the geometrical parameters and the variance of the swirl. A few parameters stand out as more important than others, some parameters more expected than others. Conclusions that are drawn are …
