Essays about: "Dow Jones Industrial Average"

Showing result 11 - 15 of 16 essays containing the words Dow Jones Industrial Average.

  1. 11. The Mathematical Formulation and Practical Implementation of Markowitz 2.0

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Erick Momanyi; [2017]
    Keywords : ;

    Abstract : Standard Deviation is a commonly used risk measures in risk management and portfolio optimization. Optimal portfolios have normally been computed using standard deviation as the measure of choice for risk. READ MORE

  3. 12. Relationship between currency carry trade and DAX & DJIA

    University essay from Umeå universitet/Företagsekonomi

    Author : Ioanna Nikoli; Md Mosharof Hossain; [2015]
    Keywords : Business Administration; Currency carry; DAX; DJIA; EGARCH [1; 1]; Finance; Granger; Ioanna; Mosharof; VAR; Umeå;

    Abstract : Abstract:   The last decade currency carry trade has gained a lot of popularity because of their apparent profitability. It is a strategy that has been developed to exploit violations of the Uncovered Interest Rate Parity. READ MORE

  4. 13. Stock Forecasting Using Artificial Neural Networks

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Daniel Millevik; Michael Wang; [2015]
    Keywords : ;

    Abstract : This paper studies the potential of artificial neural networks (ANNs) in stock forecasting. It also investigates how the number of neurons in the network, as well as the distribution of the training data into training, validation and testing sets, affect the accuracy of the network. READ MORE

  5. 14. Examining exchange rate return factors before and after the Lehman bankruptcy

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Roderick Nilsson; Philip Thureborn; [2013-06-14]
    Keywords : ;

    Abstract : This thesis examines exchange rate return factors of holding USD before and after Lehman Brothers Bankruptcy on September 15th 2008, by analysing the relationship with multiple regressions and correlation to trace any significant influence by applying the framework provided by the Arbitrage Pricing Theory, spearheaded by Chen, Roll and Ross, 1986. Thus, regressions on the exchange rate return were computed on the historical macroeconomic data. READ MORE

  6. 15. Constructing an Index Fund Using Interior Point Primal- Dual Method

    University essay from Akademin för utbildning, kultur och kommunikation

    Author : Kamta Celestin; Sampid Marius Galabe; [2011]
    Keywords : Index fund; interior point method; primal dual method; linear programming model;

    Abstract : Optimization methods nowadays play a very important role in financial decisions such as portfolio managements, construction of index funds and pension funds.  This Master Thesis is devoted to the problem of an index fund construction. READ MORE