Essays about: "Expected return"
Showing result 31 - 35 of 288 essays containing the words Expected return.
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31. Dynamic Covariance Modelling Using Generalised Wishart Processes
University essay from Lunds universitet/Matematisk statistikAbstract : Modern portfolio theory was pioneered by Markowitz who formulated the mean-variance problem, without which any discussion on quantitative approaches to portfolio selection would be incomplete. The framework boils down to finding the expected return $\mu$ and covariance $\Sigma$, after which the solution is proportional to $\Sigma^{-1}\mu$. READ MORE
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32. Avoidance Practices within Returns Management : Indetifying Solutions and Assessing Feasibility for Reducing Returns in Fashion E-commerce
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : Returns in the fashion e-commerce industry have experienced a significant increase in recent years, and with the continuous growth of e-commerce, returns are expected to further increase. Companies are faced with the choice of either improving existing return processes or focusing on avoiding returns before a purchase is made. READ MORE
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33. How Do Unexpected Changes in Interest Rates Explain the Variation of Excess Return: Testing an Extended Fama–French Five-Factor Model on the Swedish Stock Market
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : In the realm of asset pricing models, the Fama-French five-factor model has become a foundational framework for explaining the variation of excess stock returns. However, as financial markets continue to evolve, there arises a need to explore potential extensions to capture additional sources of risk and return. READ MORE
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34. Usability of Sentinel-1 C-band VV and VH SAR data for the detection of flooded oil palm
University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskapAbstract : Flooding in oil palm plantations in Southeast Asia is a common problem. The oil palm’s habitable range is restricted to lowland equatorial areas, and the high rainfall and degraded landscapes associated with oil palm cultivation leaves oil palm prone to flooding. READ MORE
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35. The Relationship Between Idiosyncratic Volatility and Portfolio Return within Swedish Stock Markets.
University essay from Göteborgs universitet/Graduate SchoolAbstract : Main results suggest there is a statistically and economically significant positive relationship between idiosyncratic volatility and portfolio return within the Swedish stock markets. This relationship is detected despite the low idiosyncratic volatility climate of Sweden. READ MORE
