Essays about: "Johan Johansson"

Showing result 6 - 10 of 54 essays containing the words Johan Johansson.

  1. 6. A Wolf In Sheep's Clothing, A study about potential closet indexing in the Swedish equity mutual fund industry.

    University essay from

    Author : Philip Dufwa; Johan Johansson; [2020-08-20]
    Keywords : Active Share; Tracking error; Fund activity; Fees; Mutual funds; Closet indexing; Index hugging;

    Abstract : We measure the activity of Swedish domiciled equity mutual funds with Sweden as geographical investment universe, by calculating their active share with respect to major market indices like OMX30 GI and OMX Small Cap TR and retrieving tracking error and r-squared from Bloomberg. Afterwards we calculate the cost to investors by comparing the cost of investing in comparable explicit index funds and the cost of the closet indexers. READ MORE

  3. 7. Intraday Seasonality in EUR/SEK Returns

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Albin Johansson; Johan Kull Tinnerholm; [2020]
    Keywords : Seasonality; intraday returns; intraday volatility; foreign exchange; Flexible Fourier Form; Business and Economics;

    Abstract : In this thesis the intraday seasonality in the EUR/SEK spot returns are investigated after the returns have been filtered from intraday volatility. This is done with five-minute returns from year 2007 to 2019. The returns are filtered using the Flexible Fourier Form regression and then intraday seasonality is tested using an ARMAX-GARCH model. READ MORE

  4. 8. How auditors and family firms co-create value

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Oskar Johansson; Johan Ljungberg; [2020]
    Keywords : Family firms; Audit firms; Auditor; Socioemotional wealth; Profession theory; Co-creation; Value;

    Abstract : Background: The relationship between family firms and auditors is not a topic that is very well examined. This is also a relationship that is extraordinary because they have different aims with the relationship. Since the family firms seek for long and close relationships while the auditor needs to maintain their independence. READ MORE

  5. 9. Building Models for Prediction and Forecasting of Service Quality

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Johan Hellberg; Kasper Johansson; [2020]
    Keywords : Data-driven engineering; Machine learning; ML;

    Abstract : In networked systems engineering, operational datagathered from sensors or logs can be used to build data-drivenfunctions for performance prediction, anomaly detection, andother operational tasks [1]. Future telecom services will share acommon communication and processing infrastructure in orderto achieve cost-efficient and robust operation. READ MORE

  6. 10. Accelerating geospatial database services with Graphical Processing Units

    University essay from Göteborgs universitet/Institutionen för data- och informationsteknik

    Author : Andreas Fransson; Johan Johansson; [2019-11-12]
    Keywords : Accelerated database; SPA RK database; Windows SQL Server; Geospatial Data; Emergency Systems;

    Abstract : With the growing need of instant or almost instant processing and retrieval when working on large data-sets we ask ourselves the following question “What impact would switching from a conventional CPU database to a GPU accelerated database have on emergency systems using large geospatial data-sets”. [Methodology] We chose to use Design Science and more specifically the method called optimization. READ MORE