Essays about: "Treasury Bill"
Showing result 1 - 5 of 17 essays containing the words Treasury Bill.
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1. The Impact of Risk Premium Factors on Cap Rates in Sweden’s Office Market
University essay from KTH/Fastighetsföretagande och finansiella systemAbstract : This study examines the impact of risk premium factors on cap rates within Sweden's largest office markets. The research questions address the significance of various micro- and macroeconomic variables on cap rates, as well as the extent of this impact and how it varies across different locations. READ MORE
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2. Risk-Managed Momentum Strategy Using Support Vector Machines
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : Investment decisions are difficult to make, given the uncertainty about the future. For the purpose of reducing that uncertainty, I investigate, for one, how the consumer price index and the return on the 3-month US Treasury bill can be used by support vector machines to make monthly directional trend predictions of a value-weighted portfolio of stocks traded at AMEX, NYSE and NASDAQ. READ MORE
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3. Markowitz vs Black--Litterman: A Comparison of Two Portfolio Optimisation Models
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : Modern portfolio theory first gained its ground among researchers and academics, but has become increasingly popular among practitioners. This paper examines the two popular portfolio optimization models, Markowitz mean-variance model and Black-Litterman formula and compares their results on real data. READ MORE
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4. The Effect of Budget Support on Private Sector Credit in Malawi
University essay from Göteborgs universitet/Graduate SchoolAbstract : In order to study the impact of budget support disbursement on credit to the private sector in Malawi, I use an error correction framework and apply it to monthly data. I first identify a cointegrating vector including real Private Sector Credit, real GDP, the Interest Rate Spread and the real Treasury Bill rate. READ MORE
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5. Short-Term Interest Rate Models: An Application of Different Models in Multiple Countries
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The purpose of this study is to compare the different short-term interest rate models, and to identify the better model within multiple countries. We selected three different types of data from the United States, the United Kingdom, and New Zealand. READ MORE