Essays about: "Convergence Hypothesis"

Showing result 1 - 5 of 22 essays containing the words Convergence Hypothesis.

  1. 1. ETF Cost Obfuscation

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ole Holte; Hans-Kristian Leite; [2022]
    Keywords : Exchange Traded Funds; Expense Ratios; Tracking Errors; Index Investing; Asset Management;

    Abstract : Index-tracking ETFs have gained popularity by both retail and institutional investors over the past years while costs in the form of fees have declined due to competitive pressures. Index-tracking funds are relatively homogenous products with only the goal of replicating an index as close as possible. READ MORE

  3. 2. Using Data-Driven Feasible Region Approximations to Handle Nonlinear Constraints When Applying CMA-ES to the Initial Margin Optimization Problem

    University essay from KTH/Matematisk statistik

    Author : Karl Wallström; [2021]
    Keywords : Optimization; Initial margin; Evolutionary algorithms; CMA-ES; Support vector machines; Boundary constraint handling; Nonlinear constraints; Repair algorithms; Feasible region approximation; Optimering; Initial margin; Evolutionära algoritmer; CMA-ES; Support vector machines; Hantering av bivillkor; Icke-linjära bivillkor; Reparationsalgoritmer; Approximation av tillåtet område;

    Abstract : The introduction of initial margin requirements for non-cleared OTC derivatives has made it possible to optimize initial margin when considering a network of trading participants. Applying CMA-ES, this thesis has explored a new method to handle the nonlinear constraints present in the initial margin optimization problem. READ MORE

  4. 3. Profitability of Technical Trading Strategies in the Swedish Equity Market

    University essay from KTH/Matematisk statistik

    Author : Azmain Alam; Gustav Norrström; [2021]
    Keywords : Trading; Technical analysis; stocks; stonks; Equity markets; abnormal returns; moving average; RSI; relative strength index; MACD; moving average convergence divergence; Trading; teknisk analys; aktier; aktiemarknaden; överavkastning; glidande medelvärde; RSI; relative strength index; MACD; moving average convergence divergence;

    Abstract : This study aims to see if it is possible to generate abnormal returns in the Swedishstock market through the use of three different trading strategies based on technicalindicators. As the indicators are based on historical price data only, the study assumesweak market efficiency according to the efficient market hypothesis. READ MORE

  5. 4. Convergence of CO2 emissions in the Americas

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Mikael Arvidsson Martins; [2021]
    Keywords : Carbon Dioxide Emissions; Emission Intensity; Convergence; Club Convergence; The Americas;

    Abstract : Maintaining global warming to 2 degrees Celsius above pre-industrial levels is vital. Whether the convergence hypothesis holds for carbon dioxide emissions is important for policymakers facing this issue. This paper investigates the convergence behavior of carbon dioxide emissions for 39 countries in the Americas from 1960-2016. READ MORE

  6. 5. Linking Climate Change, Migration Patterns and Vulnerability: The case of Ndem, Senegal

    University essay from Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

    Author : Giordano Margaglio; Anna Chesnier; [2019]
    Keywords : Climate Change; Internal Migration; Vulnerability; Sahel; Culture; Desertification; Drought; Ndem; West Africa; Earth and Environmental Sciences;

    Abstract : Projections estimate that by 2050 hundreds of millions to a billion people will migrate elsewhere due to environmental reasons. The increasing frequency and intensity of natural hazards posed by climate change, as well as the slow-onset degradation of habitats all over the planet, will drive more and more species to migrate towards more habitable and safe environments. READ MORE