Essays about: "Erik Zhang"

Showing result 1 - 5 of 9 essays containing the words Erik Zhang.

  1. 1. Risk Modeling of Sustainable Mutual Funds Using GARCH Time Series

    University essay from KTH/Matematisk statistik

    Author : Erik Malmgren; Annie Zhang; [2020]
    Keywords : GARCH; ARMA-GARCH; Risk Modeling; Time Series; Volatility; Value at Risk; Sustainable Investments; SRI; ESG; Mutual Funds; Morningstar; GARCH; ARMA-GARCH; Riskmodellering; Tidsserie; Volatilitet; Value at risk; Hållbara investeringar; SRI; ESG; Fonder; Morningstar;

    Abstract : The demand for sustainable investments has seen an increase in recent years. There is considerable literature covering backtesting of the performance and risk of socially responsible investments (SRI) compared to conventional investments. READ MORE

  3. 2. The association between acquisition premia and target size in the EU setting

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Daniel Tai Zhang; Erik Hernborg; [2018]
    Keywords : Premia; Acquisition; Target size; Financial crisis; Valuations;

    Abstract : The aim of this bachelor thesis is to determine the association between target size and acquisition premia in intra-EU corporate takeovers and moreover whether this association holds in the period following the global financial crisis in 2008. Using a data set of 919 intra-EU deals between 2005-2017 and controlling for a wide variety of target-firm and deal characteristics, we demonstrate a robust negative relationship between acquisition premia and target size. READ MORE

  4. 3. Integration of IMU and Velodyne LiDAR sensor in an ICP-SLAM framework

    University essay from KTH/Optimeringslära och systemteori

    Author : Erik Zhang; [2016]
    Keywords : ;

    Abstract : Simultaneous localization and mapping (SLAM) of an unknown environment is a critical step for many autonomous processes. For this work, we propose a solution which does not rely on storing descriptors of the environment and performing descriptors filtering. READ MORE

  5. 4. Discrete simulation models of surface growth

    University essay from KTH/Teoretisk fysik

    Author : Martin Björk; Erik Deng; [2014]
    Keywords : ;

    Abstract : In this thesis the time evolution and scaling properties of different discrete models of surface growth using computer simulation is studied. The models are mainly using random deposition at a perpendicular angle to the substrates to model the adsorption process, and both one dimensional and two dimensional surfaces are considered. READ MORE

  6. 5. Breaking of a rod induced by wave propagation.

    University essay from KTH/Teoretisk fysik

    Author : Erik Zhang; [2014]
    Keywords : ;

    Abstract : The aim of this project is to visualize multiple failure of an inelastic rod, caused by wave propagating through the rod, as the result can be applied to a spaghetti where it commonly breaks into multiple pieces. By looking into the wave we will see that when the wave propagates, it will cause local increase of bending which causes a secondary break. READ MORE