Essays about: "dynamic momentum"

Showing result 1 - 5 of 32 essays containing the words dynamic momentum.

  1. 1. Parametric portfolio policies with ESG -There is no cost

    University essay from Göteborgs universitet/Graduate School

    Author : Raihan Hasan; Otilia Esping; [2022-06-29]
    Keywords : Sustainable investment; ESG; Parametric portfolio policy; Generalized autoregressive score GAS ;

    Abstract : We propose an investment strategy with the potential for investors to gain a stronger environmental, social, and corporate governance (ESG) profile without a negative impact on performance. Specifically, we study the performance of a parametric portfolio policy when utilizing ESG score and ESG momentum characteristics in addition to value and momentum, in contrast to utilizing value and momentum only. READ MORE

  2. 2. Exploring culture as a driver for urban sustainability

    University essay from Malmö universitet/Institutionen för Urbana Studier (US)

    Author : Annete Priyadarshini; Irene Riquelme Fernández; Nicole Macharová; [2022]
    Keywords : cultural governance; collaborative governance; culture for urban sustainability.;

    Abstract : Many scholars and practitioners consider culture an essential ingredient of sustainability that is often underrepresented in the mainstream discourse on sustainability. However, in the last decade, the idea of culture as an agent of transformation capable of driving urban sustainability has gained momentum. READ MORE

  3. 3. The role of digital media in the dissemination of Covid-19 conspiracy theories: The case of Czech conspiracy theory believers

    University essay from Malmö universitet/Institutionen för konst, kultur och kommunikation (K3)

    Author : Gabriela Holesova; [2021]
    Keywords : conspiracy theories; Covid-19; network society; context collapse; echo chambers; selective exposure;

    Abstract : The spread of the Covid-19 pandemic has been since its early beginnings accompanied by the spread of the so called 'infodemic' of misinformation and conspiracy theories about the virus in the media. This infodemic swiftly started to present a matter of significant concern especially in the dynamic landscape of digital media which due to an ease of sharing and content contribution allowed for Covid-19 conspiracy theories to continue to gain momentum. READ MORE

  4. 4. Private Regulatory Governance and Sustainable Development: Is there a connection? Mapping linkages of Voluntary Sustainability Standards (VSS) and Sustainable Development Goals (SDGs)

    University essay from Lunds universitet/Internationella miljöinstitutet

    Author : Rupal Verma; [2021]
    Keywords : Voluntary Sustainability Standards; Sustainable Development Goals; calculated strategic behavior; dynamic capabilities; motivations; leadership; challenges; Earth and Environmental Sciences;

    Abstract : Voluntary Sustainability Standards (VSS) and the Sustainable Development Goals (SDGs) share similar objectives. VSS are being increasingly used because of their claims to address sustainability issues at the production stage, such as greenhouse gas emissions in production, biodiversity conservation, labor rights, worker’s wages, local pollution and good corporate governance. READ MORE

  5. 5. MERGING MOMENTUM -THE EFFECTS OF COMBINED CRASH MITIGATING STRATEGIES

    University essay from Göteborgs universitet/Graduate School

    Author : Sebastian Kavleskog; John Rolfsson; [2020-07-07]
    Keywords : momentum; momentum strategies; merging momentum; momentum crash; dynamic momentum; absolute strength momentum; extreme absolute strength momentum; risk-adjusted return; crash mitigating momentum;

    Abstract : Momentum strategies offer tempting expected returns but suffer from occasional momentum crashes. Crash mitigating strategies, such as the Absolute momentum (Gulen and Petkova, 2018) and Extreme absolute strength momentum (Yang and Zhang, 2019), have proven effective in alleviating momentum crashes, while also offering better risk-adjusted returns compared to relative momentum strategies. READ MORE