Essays about: "In-sample analysis"

Showing result 6 - 10 of 41 essays containing the words In-sample analysis.

  1. 6. Portfolio Performance Analysis: Combining Cryptocurrencies with Traditional Assets

    University essay from Göteborgs universitet/Graduate School

    Author : Mihail Huzun; [2022-06-29]
    Keywords : Cryptocurrencies; Bitcoin; Ethereum; Ripple; Litecoin; Portfolio Strategies; Diversification Benefits; Markowitz;

    Abstract : This paper investigates the role of cryptocurrencies in enhancing the performance of portfolios constructed with traditional assets. Therefore, my thesis wants to ascertain if investors should consider adding cryptocurrencies to their investment portfolios. The sample period covers almost seven years of daily data. READ MORE

  3. 7. Volodymyr Zelensky - From Onscreen to Online

    University essay from Lunds universitet/Institutionen för strategisk kommunikation

    Author : Lisa Sjöberg; Kerstin Gustafsson; [2022]
    Keywords : Keywords: political communication; social media; digital natives; social media era; social media communication; vlogging; impression management; rhetorics; narratives.; Social Sciences;

    Abstract : As of the current state, there is an ongoing war in Europe; something which has not been experienced in modern days. A crisis like this aids for political leaders who can communicate to their people, hence this thesis was sprung from an interest in investigating the unforeseen video communication that has surfaced with the Ukrainian president Volodymyr Zelensky. READ MORE

  4. 8. Forecasting gold returns using principal component analysis from a large number of predictors

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Fredrik Allgén; [2022]
    Keywords : Forecasting; Gold; Principal Component Analysis; ARMA; Business and Economics;

    Abstract : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. READ MORE

  5. 9. The efficiency of Hyndman-Ullah methods in case of populations with abnormal short-term increases of mortality rates due to wars and pandemics.

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

    Author : Teo Raspudić; [2022]
    Keywords : ;

    Abstract : This report is written with the goal of analyzing the efficiency of the Hyndman-Ullah (HU) and weighted Hyndman-Ullah (wHU) methods when working with the populations that suffered higher mortalities due to the wars and pandemics. Accordingly, the HU and wHU methods are applied to the training sets containing outlying years. READ MORE

  6. 10. Improving term structure measurements by incorporating steps in a multiple yield curve framework

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Gustav Villwock; Clara Rydholm; [2022]
    Keywords : Finance; Interest rates; Term structure measurement; Monte Carlo; Financial mathematics; Yield curve; Policy rates; Multiple yield curve framework; Stochastic programming; Risk factor modeling; Hedging; Performance attribution; Principle component analysis; GARCH; Maximum likelihood estimation; Copula;

    Abstract : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). READ MORE