Essays about: "Standard Deviation."

Showing result 1 - 5 of 263 essays containing the words Standard Deviation..

  1. 1. The Effect of the Financial Crisis of 2008 on Swedish Household Portfolios

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Yasmin Montvik; Maria Olsson Lidman; [2017-02-28]
    Keywords : asset allocation; financial assets; financial crisis; household portfolios;

    Abstract : The aim of this thesis is to examine whether Swedish households have changed the composition of their portfolio as a consequence of the financial crisis and to investigate whether they have become more reluctant to invest in the financial markets. To examine how the Swedish household portfolios have changed over time, risk measures such as standard deviation and beta will be used as well as performance measures such as the Sharpe ratio, Treynor ratio and Jensen’s alpha. READ MORE

  2. 2. Modelling management fees of mutual funds using multiple linearregression

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : David Hallberg; Erik Renström; [2017]
    Keywords : Mutual fund; management fee; regression analysis; market structure; changes in assets under management; standard deviation; tracking error; Fonder; förvaltningsavgift; regressionsanalys; marknadsstruktur; förändringar i kapital; standardavvikelse; spårningsfel.;

    Abstract : This paper seeks to investigate whether management fees, set by mutual funds, rely on a set of explanatory variables. The study includes equity, bond, and money market funds, all investing in securities registered in Sweden. READ MORE

  3. 3. Portfolio investment strategy based on Twitter sentiment

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Pontus Lohman; [2017]
    Keywords : ;

    Abstract : This paper investigates if it is possible to create a portfolio investment strategy by looking at the sentiment (i.e. are they positive or negative) of twitter data for ten companies, five IT companies and five fashion companies. READ MORE

  4. 4. Is Private Education Worth it? Evidence from the Free Primary Education Reform in Kenya

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Erik Wallström; [2017]
    Keywords : Education; Quality; Free; Sorting; Kenya; School choice; Business and Economics;

    Abstract : In 2003, Kenya introduced a nationwide Free Primary Education (FPE) reform, abolishing school fees in all public primary schools. As a result, enrolment rates in public primary schools rose by 15 percent, putting significant pressure on the educational system. READ MORE

  5. 5. Cone penetration testing in the clay tills of Skåne - An investigation of the cone factor

    University essay from Lunds universitet/Geoteknik; Lunds universitet/Institutionen för byggvetenskaper

    Author : Johan Lindström; [2017]
    Keywords : Geotechnical engineering; Cone Penetration Testing; CPT; Clay Till; Skåne; Undrained shear strength; Technology and Engineering;

    Abstract : The undrained shear strength is a key parameter in the design process of geotechnical structures. One of the most frequently used methods to investigate this parameter is the cone penetration test (CPT). READ MORE