Essays about: "Proxy model"
Showing result 41 - 45 of 202 essays containing the words Proxy model.
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41. Loess in southwestern Sweden. Determining the genesis of the silt-rich layer rödfemman in Svartedalen nature reserve
University essay from Göteborgs universitet/Institutionen för geovetenskaperAbstract : The presence of loess in Sweden is relatively unexplored and has only been found in a few places. Loess acts as a paleoclimatic proxy, which in times of changing climates, is highly relevant. READ MORE
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42. Does size have an impact on Nordic Hedge Funds Performance?
University essay fromAbstract : The paper examines the potential relationship between hedge fund’s size of assets under management and performance in the Nordic countries. We employ a modified version of the Fung and Hsieh’s seven-factor model to estimate the different hedge funds risk adjusted alphas, as a proxy for performance. READ MORE
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43. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles
University essay from Göteborgs universitet/Graduate SchoolAbstract : This Master´s thesis investigated the importance of the market anomalies size (market capitalization), value (Book-to-Market ratio) and momentum (lagged short-term momentum) for equity returns of small- and large-cap composite stock portfolios. The study focused on two contrasting stock markets (NASDAQ OMX and NYSE) across domestic business cycles over the time-period 2006 to 2021. READ MORE
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44. Targeting the Poor Secondary Students for Stipend: Identifying the Gap between Policy and Implementation
University essay from Göteborgs universitet/Graduate SchoolAbstract : Well-designed and efficient poverty-based targeting methods are necessary for effectively identifying the poor households in poverty eradicating programs. This study investigates the ex-post implementation process and performance of two common targeting approaches - Proxy Means Test (PMT) and Community-Based Targeting (CBT)- to target the poor beneficiaries in a conditional cash transfer program in Bangladesh. READ MORE
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45. Boom, Bust and Betrayal- Business cycles and securities fraud in the US between 1996-2019
University essay from Göteborgs universitet/Graduate SchoolAbstract : We study the relationship between macroeconomic factors and the number of settled securities fraud cases through the proxy of SEC class action lawsuits. We perform an empirical study of all SEC class action convictions between 1996-2019 and their relationship with business cycles as proxied by a housing price index and GDP. READ MORE