Essays about: "BAB"
Found 5 essays containing the word BAB.
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1. CAViaR and Cross-sectional quantile regression models to assess risk in S&P500 sectors
University essay from Göteborgs universitet/Graduate SchoolAbstract : The aim of this thesis is to investigate the performance of different models used in risk management to identify and control risks that may negatively impact company operations due to unpredictable events. More specifically, the object of this paper is the discussion of a cross-sectional quantile regression model (CSQR) and the CAViaR model, which is a time series quantile regression model. READ MORE
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2. It was or it was not in the old days, until it was : – A study of time, tense, and aspect in spoken Arabic narrative
University essay from Uppsala universitet/Institutionen för lingvistik och filologiAbstract : This study is devoted to Arabic spoken narrative, specifically Syrian Arabic spoken narrative. The focus of this thesis is syntax and narrative. I aim to study how time reference is set in narrative, and what tense and aspect forms are used, as well as some other narrative devices in spoken narratives. READ MORE
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3. Observations on de Bruijn graphs
University essay from Lunds universitet/Matematik LTH; Lunds universitet/Matematik (naturvetenskapliga fakulteten)Abstract : Abstract of chapter 1 For n >= 2 the number of mixing n-step subshifts of finite type (sft) over the alphabet {0, 1} is proven to be at least 15/16 times the number of transitive n-step sfts. A conjecture assumes the latter to be at least 2^(3*2^(n-1)-n). Abstract of chapter 2 The alternating colouring function is defined. READ MORE
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4. International Volatility-Managed Equity Factors
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Recent studies show that volatility timing works well across a number of different US asset pricing factors and for 20 developed market indices. Our study expands the literature by testing the same strategy across seven equity factors on an aggregate international level as well as for five equity factors on a country level in 24 developed markets. READ MORE
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5. Bigger Beta is not always Better: A Study of Low-Beta Strategies
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper tests to what extent it is possible by an individual investor to implement a low-beta strategy, using 78 MSCI indices of countries and industries with a naive diversification (equal-weighting). Five different strategies with three rebalancing windows are built, implementing a simple ranking method. READ MORE
