Essays about: "alpha effect"

Showing result 1 - 5 of 112 essays containing the words alpha effect.

  1. 1. The illiquidity exposure factor: An overlooked driver of mutual fund performance

    University essay from Göteborgs universitet/Graduate School

    Author : Jakob Häger; Tim Hansson; [2023-06-29]
    Keywords : Illiquidity; liquidity; mutual funds; fund performance; factor models; alpha;

    Abstract : This paper examines if Swedish-focused mutual funds with more illiquid holdings produce higher alpha. By extending the classic Fama and French five-factor model, we pinpoint the effect of illiquidity in underlying holdings on mutual fund alpha generation through a two-step regression model with data between 2019-2022. READ MORE

  3. 2. Understanding the Relationship between Individuals’ Emotional Response and Environmental Protection Intentions : A Quantitative Research in the Context of Public Service Advertisements

    University essay from Linnéuniversitetet/Institutionen för marknadsföring och turismvetenskap (MTS)

    Author : Ziyi Zhang; Yaxin Xue; [2023]
    Keywords : Emotions; Positive emotional response; Negative emotional response; Intention; Public service advertisement PSA ; Message framing; Environment Protection;

    Abstract : Background: The protection of the environment requires everyone in this world to act together. If more individuals have the intention to protect the environment, then more individuals and a higher probability of taking action to protect the environment. READ MORE

  4. 3. The Relationship of Training Frequency and Wilks Score in Competitive Swedish Classic Powerlifters : A Quantitative Questionnaire Study

    University essay from Gymnastik- och idrottshögskolan, GIH/Institutionen för fysiologi, nutrition och biomekanik

    Author : Erik Hillerström; Whilliam Brandin; [2023]
    Keywords : powerlifting; training frequency; training volume; strenght training; tränarlänktyngdlyftning;

    Abstract : Background: In strength sports, athletes must take several training variables into consideration whencreating a training program. One of the ground pillars is training frequency, but there is a lackof research done on competitive powerlifters. READ MORE

  5. 4. There Is Nothing Certain But The Uncertain

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Hannes Thorstensson; Carl Tjernberg; [2023]
    Keywords : Uncertainty; Vol-of-vol; Ambiguity; Asset Pricing; Business and Economics;

    Abstract : Risk and risk aversion are crucial concepts in finance. Models in finance typically assume a known probability distribution of returns, which does often not hold in reality. This papers aims to measure the uncertainty surrounding the probability distribution in equity markets and to evaluate if such uncertainty is priced. READ MORE

  6. 5. Effect of Heat Treatment on the Microstructure and Hardness Property of Additively Manufactured Ti6Al-4V and Ti-6Al-4V-4.5wt.%316L Componentsfor Biomedical Applications.

    University essay from Uppsala universitet/Institutionen för materialvetenskap

    Author : Moyosore Babatomide Fakoya; [2023]
    Keywords : ;

    Abstract : AbstractThe continuous advancement of medical implants technology presents exciting possibilities.Laser Powder Bed Fusion (L-PBF) additive manufactured Ti-6Al-4V alloy implants showtremendous promise as they offer the potential for highly personalized implants, improved implantfunctionality and enhanced long-term outcomes. READ MORE