Essays about: "Simon Jensen"

Showing result 1 - 5 of 6 essays containing the words Simon Jensen.

  1. 1. The benefits of optimized portfolios- An empirical comparison between optimized portfolios and benchmarks

    University essay from Göteborgs universitet/Graduate School

    Author : John Nestenborg; Simon Petersson; [2022-06-29]
    Keywords : Optimized portfolios; Global Minimum Variance; GMV; Equal Risk Contribution; ERC; Naive portfolio; Market-Capitalization portfolio; Comparison between portfolio weighting schemes;

    Abstract : Uncertainty about the future is an everlasting part of investing. This study aims at testing the historical performance out-of-sample for optimized portfolios and if the performance was superior to benchmarks. 11 different portfolios are compared to two different benchmarks; the naive- and market-capitalized portfolio. READ MORE

  3. 2. Recommender System Using Online Latent Dirichlet Allocation And Wikipedia

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Simon Leijon; [2022]
    Keywords : ;

    Abstract : With the vast amount of natural language data that is widely availabletoday there is an increased demand in being able to process, analyzeand explore large corpora of texts efficiently. One method to explorethese corpora is by creating a recommender system based on the texts.The most common recommender system to this end is what is knownas Google. READ MORE

  4. 3. Sustainable Implementation of Photovoltaic Technologies in Mauritius : A study on the energy system in Mauritius and the effect of solar power generation on frequency stability

    University essay from KTH/Hållbar utveckling, miljövetenskap och teknik

    Author : Maria Isabel Bang Jensen; Simon Lundberg; [2020]
    Keywords : Isolated energy system; photovoltaic technologies; frequency stability; system inertia; grid readiness; renewable energy; sustainable energy mix; Mauritius; PV shutdown; N-1 security; Isolerad energisystem; solceller; frekvensstabilitet; svängmassa; förnybar energi; hållbar energimix; Mauritius; produktionsbortfall; N-1 säkerhet;

    Abstract : Mauritius is an isolated island with ambitious targets for renewable energy generation and plans to invest in more solar power. The aim of this study is to assess how the implementation of photovoltaic technologies might affect the frequency stability in Mauritius and thus assess whether solar power can help the country obtain their targets for green energy generation. READ MORE

  5. 4. “Smart Money” in a bear market? : Swedish active equity mutual funds’ ability to add value towards investors in the bear market Q1 2020

    University essay from Stockholms universitet/Företagsekonomiska institutionen

    Author : Mattias Löfvenberg; Simon Pålsson Högström; [2020]
    Keywords : ;

    Abstract : It is well-established by an abundance of previous empirical work presenting evidence that the average active equity mutual fund manager underperforms their benchmark net of expenses persistently over longer time-horizons. Active fund managers have the possibility to invest smart by forecasting the market and change their exposure to the market in regard of macroeconomic events to protect their portfolios violating the theory of an efficient market. READ MORE

  6. 5. The Risk-Free Rate’s Impact on Stock Returns with Representative Fund Managers

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Daniel Gardtman; Simon Svensson; [2013]
    Keywords : Asset Pricing; Agency Problem; Fund Managers; Risk-Free Rate; Risk Aversion; Stock Returns; Business and Economics;

    Abstract : In this thesis, the risk-free rate’s impact on stock market excess returns was examined. Firstly, theoretical arguments were made for that a low risk-free rate might lower the excess return on the stock market, since this increases the incentive for fund managers to increase variance of returns. READ MORE