Essays about: "Time varying beta"

Showing result 1 - 5 of 10 essays containing the words Time varying beta.

1. 1. The Momentum Premium: An Intermediary Asset Pricing Perspective

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Simon Eliasson; David Öhlund; [2021]
   Keywords : Momentum; Intermediary Asset Pricing; Time-Varying Risk;

   Abstract : We attempt to explain the momentum premium using time-varying risk under the frictions of financial intermediation. Our conditional CAPM model reveals positive covariation between momentum's beta and the expected market risk premium. READ MORE

3. 2. A comparison of two tree-search based algorithms for playing 3-dimensional Connect Four

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

   Author : David Avellan-Hultman; Emil Gunnberg Querat; [2021]
   Keywords : ;

   Abstract : This thesis aims to investigate general game-playing by conducting a comparison between the well-known methods Alpha-beta Pruning and Monte Carlo Tree Search in a new context, namely a three-dimensional version of the game Connect Four. The methods are compared by conducting a tournament with instances of both methods at varying levels of allowed search extent and measuring the performance as a function of the average thinking time taken per move. READ MORE

4. 3. Refined model for calculating the dynamic amplification factor for road bridges

   University essay from Lunds universitet/Byggnadsmekanik; Lunds universitet/Institutionen för byggvetenskaper

   Author : Jens Bergenudd; [2020]
   Keywords : Dynamics; Dynamic amplification factor; Dynamic impact factor; Platooning; Soil-structure interaction; Vehicle-bridge interaction; Technology and Engineering;

   Abstract : The objective of the thesis is to simulate and evaluate vehicle-bridge interaction (VBI) due to road surface irregularities and soil-structure interaction (SSI) with different vehicle models and suspension properties. Parameter studies will be carried out for integral and slab bridges. READ MORE

5. 4. The Swedish Value Premium and Disasters: The Missing Piece of the Puzzle?

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Majed Habash; David Öhlund; [2019]
   Keywords : The Value Premium; Disasters; Time-varying Risk;

   Abstract : This paper examines the value premium puzzle in Sweden for the period 2002 - 2016 and attempts to explain the puzzle by accounting for time-varying risk exposure with the inclusion of a proxy for financial disasters risk. The value premium is one of the most persistent financial anomalies and the reasons for its existence have been a hot topic for debate over the past years, with more recent research suggesting that it is a form of compensation for higher exposure to harsh economic downturns, or disasters. READ MORE

6. 5. Finns det hälsomässiga skillnader mellan A1- och A2- mjölk : vad säger vetenskapen?

   University essay from SLU/Department of Molecular Sciences

   Author : Mathilda Bergman; [2017]
   Keywords : β-caseins; A1 β-caseins; A2 β-caseins; BCM; BCM-7;

   Abstract : Mjölk är ett viktigt och energigivande livsmedel och mjölk från olika arter och raser har varierande sammansättning. Av mjölkens proteiner består 80 % av kasein som kan delas in i fyra grupper där β-kasein är den näst största. Det finns 12 olika genetiska varianter av β-kasein där A1 β-kasein och A2 β-kasein är de mest vanliga. READ MORE