Essays about: "Jones model"

Showing result 11 - 15 of 61 essays containing the words Jones model.

  1. 11. An Arbitrary Lagrangian-Eulerian Finite Element Method for Shock Wave Propagation: Validating Simulations of Underwater Explosions

    University essay from KTH/Numerisk analys, NA

    Author : Sebastian Sandström; [2021]
    Keywords : finite element; applied mathematics; computational mathematics; hydrocode; arbitrary lagrangian-eulerian; LS-DYNA; tillämpad matematik; beräkningsteknik; finita elementmetoden; hydrokod; arbitrary lagrangian-eulerian; LS-DYNA;

    Abstract : Underwater explosions are often modeled with Arbitrary Lagrangian-Eulerian (ALE) Finite Element Methods. The objective of this thesis is to validate the simulation method, with respect to the propagating shock wave. A two-dimensional axisymmetric model of a spherical TNT charge submerged in water is simulated using LS-DYNA. READ MORE

  3. 12. Determinants of the relationship between government shutdowns and real stock returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ruta Zemaityte; [2020]
    Keywords : Government shutdowns; Financial markets; Granger causality; Government funding; Risk;

    Abstract : PART I: The effects of government shutdowns on financial markets in the US are still unclear to this day, as they have not garnered enough attention from researchers. The aim of this thesis is to expand the current knowledge on these effects by analyzing how the real returns on the utilities market in the US are Granger caused by government shutdowns. READ MORE

  4. 13. Evaluation of a Portfolio in Dow Jones Industrial Average Optimized by Mean-Variance Analysis

    University essay from KTH/Matematisk statistik

    Author : Alexander Strid; Daniel Liu; [2020]
    Keywords : applied mathematics; mean-variance analysis; modern portfolio theory; Markowitz; Dow Jones Industrial Average; quadratic optimization; portfolio optimization; tillämpad matematik; mean-variance analysis; modern portföljteori; Markowitz; Dow Jones Industrial Average; kvadratisk optimering; portföljoptimering;

    Abstract : This thesis evaluates the mean-variance analysis framework by comparing the performance of an optimized portfolio consisting of stocks from the Dow Jones Industrial Average to the performance of the Dow Jones Industrial Average index itself. The results show that the optimized portfolio performs better than the corresponding index when evaluated on the period between 2015 and 2019. READ MORE

  5. 14. Audit rotation, does it matter? : A study on audit rotations relationship to audit quality and its contingencies.

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Karl-Johan Edström; David Frisk; [2020]
    Keywords : Audit quality; audit rotation; audit firm rotation; audit parnter rotation; firm visiblity; auditor indpendence;

    Abstract : Poor audit quality has historically led to huge consequences for the society. A low audit quality is often related to a low auditor independence, which can be caused by the auditor's incentive to maximize personal gain. READ MORE

  6. 15. Time to purchase your ownhouse : The resistance of housing investments againstmacroeconomic shocks

    University essay from KTH/Fastigheter och byggande

    Author : Quinglin Ouyang; [2020]
    Keywords : House price index; Sharpe ratio; macroeconomic shocks; vector auto-regression; bostadsprisindex; Sharpe ratio; makroekonomiska chocker; vektor autoregressiva-modeller;

    Abstract : Housing is both a durable good and an investment vehicle, which makes it importantin people’s daily life aswell as for a nation’s economy. This thesis innovatively applies the Sharpe ratio on evaluating the performance of the US residentialhousing market within the time period from 2005:Q1 to 2019:Q3, andinvestigates how this performance would react upon macroeconomic shocks,including sudden changes in GDP growth rate and personal income growthrate, by establishing a vector auto-regression model with the lag order of four. READ MORE