Essays about: "In-sample"

Showing result 6 - 10 of 98 essays containing the word In-sample.

1. 6. Forecasting gold returns using principal component analysis from a large number of predictors

   University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

   Author : Fredrik Allgén; [2023]
   Keywords : Forecasting; PCA; Gold; 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

3. 7. And the similar shall lead: the role of the affinity bias in the Italian Venture Capital investment decisions

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Marco Parente; [2023]
   Keywords : Venture Capital; Behavioural Finance; Affinity bias;

   Abstract : This paper analyses the role of the affinity bias in the Italian Venture Capital (VC) ecosystem. The background idea is that, when seeking for investment opportunities, VC funds' partners may be subject to psychological biases and unintentionally prioritise founders who share with them cultural and genetic features. READ MORE

4. 8. 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

5. 9. 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

6. 10. Classical motion in synthetic monopole fields

   University essay from Uppsala universitet/Materialteori

   Author : Ola Carlsson; [2022]
   Keywords : ;

   Abstract : In the Born-Oppenheimer approximation for a quantum system the emergent synthetic magnetic field can be seen as generated by monopoles at points of degeneracy, in full analogue to the synthetic fields generating the geometric phase of adiabatically evolving quantum systems. The plausibility of using these synthetic magnetic monopoles as a means to study magnetic monopole dynamics in the absence of fundamental magnetic monopoles has been explored. READ MORE