Essays about: "Minimum-Variance"
Showing result 1 - 5 of 54 essays containing the word Minimum-Variance.
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1. Orientation of plasma jet fronts in the Earth's magnetotail
University essay from Uppsala universitet/Institutionen för fysik och astronomi; Uppsala universitet/Institutet för rymdfysik, UppsalaavdelningenAbstract : This project aims to investigate the orientation of plasma jet fronts in Earth's magnetotail using multi-spacecraft measurement data. The orientations are estimated by applying minimum variance analysis (MVA) and multi-spacecraft timing analysis for finding normal vectors to the jet fronts as they pass over the spacecraft. READ MORE
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2. A Multi-Level Extension of the Hierarchical PCA Framework with Applications to Portfolio Construction with Futures Contracts
University essay from KTH/Matematisk statistikAbstract : With an increasingly globalised market and growing asset universe, estimating the market covariance matrix becomes even more challenging. In recent years, there has been an extensive development of methods aimed at mitigating these issues. READ MORE
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3. Is reaching for the whisky bottle justified? Examining the value of whisky and its inclusion in the optimal portfolio
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This study aims to evaluate whisky as an investment through two research questions: “What affects the value of whisky?” and “Should whisky be included in the optimal portfolio?”. The value of whisky is examined by constructing a hedonic regression using five hedonic attributes. Also, the convenience yield associated with whisky is examined. READ MORE
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4. Portfolio Optimization: The search for an optimal portfolio with cryptocurrencies and S&P 500
University essay fromAbstract : This thesis’ aim is to create an optimal portfolio consisting of Bitcoin, Ethereum and S&P 500. We also examine the minimum variance portfolio with the framework of Markowitz's mean variance optimization model. READ MORE
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5. Portfolio Performance Analysis: Combining Cryptocurrencies with Traditional Assets
University essay from Göteborgs universitet/Graduate SchoolAbstract : This paper investigates the role of cryptocurrencies in enhancing the performance of portfolios constructed with traditional assets. Therefore, my thesis wants to ascertain if investors should consider adding cryptocurrencies to their investment portfolios. The sample period covers almost seven years of daily data. READ MORE