Essays about: "Variance Theory"

Showing result 1 - 5 of 154 essays containing the words Variance Theory.

  1. 1. What are the odds of civil war? Investigating the relationship between quality of government, voter turnout, civil war, and the Democratic peace theory

    University essay from Göteborgs universitet/Institutionen för globala studier

    Author : Salome Nordberg; [2023-10-05]
    Keywords : Quality of government; civil war; voter turnout; democratic peace theory; logistic regression;

    Abstract : The aim of this thesis is to quantitatively investigate the relationship between the quality of government, voter turnout, and civil war. By doing a hypothesistesting analysis through logistic regression. READ MORE

  3. 2. The Sustainable Era - The Excess Return on Swedish Sustainable Global Equity Funds

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Kristoffer Holmgren; Måns Hurtigh; [2023-07-03]
    Keywords : Fama-French; ESG; Morningstar; Morningstar Globe Rating; funds; global equity funds; sustainability; excess return;

    Abstract : This thesis explores the relationship between the performance of Swedish global equity funds and the level of sustainability, as measured by the Morningstar Globe Rating, using a Fama-French six-factor model, globe rating categories, and time effects. Treating the Morningstar Globe Rating as a time-invariant variable, a sample of 80 Swedish global equity funds are divided into two sustainability groups, ‘Low’ and ‘High’, grouping funds with 1-3 globes into a reference group. READ MORE

  4. 3. Testing the Adaptive Market Hypothesis on the Swedish Stock Market - Empirical evidence between 1990-2019

    University essay from

    Author : Jacob Allestam; Filip Sjöberg; [2023-06-29]
    Keywords : Adaptive market hypothesis; market efficiency; market conditions; return predictability; trading strategy;

    Abstract : This study examines if the adaptive market hypothesis holds for the Swedish stock market between 1990 and 2019. We use Affärsvärldens Generalindex and test for time-varying return predictability by implementing a variance ratio test and an autocorrelation test. To track how market efficiency evolves over time we use a two-year moving subsample. READ MORE

  5. 4. On The Evaluation of District Heating Load Predictions

    University essay from Lunds universitet/Institutionen för energivetenskaper

    Author : Herman Hansson; [2023]
    Keywords : Technology and Engineering;

    Abstract : District Heating is a technology with the potential to enable a fossil-free society. However, to realize this potential, some improvements need to be made in order to improve District Heating operation at large, decrease losses in the systems, and thus increase the competitiveness of District Heating as a technology. READ MORE

  6. 5. Robust Portfolio Optimization

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Anna Mårtensson; Edith Frisk Gärtner; [2023]
    Keywords : Mathematics; Optimization and Systems Theory;

    Abstract : The objective of robust portfolio optimization is to find a way to allocate capital to some financial assets such that portfolio return is maximized in the worst-case scenario, which is desirable for investors with a low tolerance for risk. This study aims to apply the robust approach to asset allocation based on 30 of the biggest stocks on the Stockholm Stock Exchange. READ MORE