Essays about: "Value factor"

Showing result 1 - 5 of 856 essays containing the words Value factor.

  1. 1. Strategies for regional deployment of hydrogen infrastructure : The case of North Rhine-Westphalia, Germany

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Roberto Di Molfetta; [2022]
    Keywords : Hydrogen; Infrastructure rollout; Supply chain pathways; Mobility; Hydrogen buses.;

    Abstract : In response to the growing urge towards decarbonisation, more and more initiatives have been set to reduce and/or compensate the level of CO2 (carbon dioxide) emitted by human activities, which is one of the main responsible of the incumbent threats of “global warming” and “climate change”. “Climate neutrality by 2050” has become a decisive topic for political agendas worldwide and, against that background, the hydrogen economy can play a significant role. READ MORE

  3. 2. Extension of the Mission Timeline Simulator with Modern Optimization Capabilities

    University essay from Luleå tekniska universitet/Institutionen för system- och rymdteknik

    Author : Flavia Pérez Cámara; [2022]
    Keywords : Optimization; timeline; simulator; matlab; control;

    Abstract : The Advanced Telescope for High-Energy Astrophysics (ATHENA) has been selected as the second large (L-class) mission designed to address the Cosmic Vision science theme “The Hot and Energetic Universe”. The European Space Agency has produced a Mission Observation Plan which contains objectives and constraints of the mission. READ MORE

  4. 3. Automatic analysis of tool status in band saws

    University essay from Umeå universitet/Institutionen för fysik

    Author : Axel Östman; [2022]
    Keywords : ;

    Abstract : The products with the highest return and longest life cycle in the sawmill industry are boards and planks. Unfortunately, a large part of the log becomes bi-products during the cutting process. One way to reduce the amount of bi-products in a sawline is to saw with as thin kerfs as possible. That is the cut of the blade. READ MORE

  5. 4. Fundamental Indexation Smart Beta Strategy on the Swedish Market- Enhancing risk-adjusted performance with Fundamental Indexation

    University essay from Göteborgs universitet/Graduate School

    Author : Tommy Saliba; Philip Thulin; [2021-06-30]
    Keywords : Smart Beta; Fundamental Indexation; CAPM; EMH; Value; Quality; Momentum; Low Volatility; Factor Investing;

    Abstract : Smart Beta strategies’ ability to combine the benefits of active- and passive investing has caught the attention of the Asset Management industry – propelling a surge in new Smart Beta products. These strategies offer a novel approach to factor investing by not weighting assets according to the typical cap-weighting scheme, instead applying weighting methods such as fundamental indexation, yielding a new dimension to factor-oriented strategies. READ MORE

  6. 5. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles

    University essay from Göteborgs universitet/Graduate School

    Author : Erik Hulth; [2021-06-30]
    Keywords : Stock performance; Market anomalies; Asset pricing; Portfolio sorting techniques; Factor-portfolio sorting techniques; Value effect; Size effect; Momentum effect; Temporal influences; Business cycles; GDP-gap; Single-and Multi- Factor models; CAPM; Fama-French Three-Factor model; Carhart Four-Factor model; Risk-adjusted equity returns; Sharpe Ratio; Jensen´s alpha; NASDAQ OMX and NYSE;

    Abstract : 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