Essays about: "ex-ante volatilitet"

Found 2 essays containing the words ex-ante volatilitet.

1. 1. CROSS-SECTIONAL AND TIME SERIES MOMENTUM RETURNS EVIDENCE FROM THE SWEDISH STOCK MARKET

   University essay from KTH/Matematisk statistik

   Author : Mahsa Badakhsh; [2023]
   Keywords : cross-sectional momentum; time-series momentum; market efficiency; random walk; ex-ante volatility; cross-sectional momentum; time-series momentum; marknadseffektivitet; random walk; ex-ante volatilitet;

   Abstract : The study investigates the presence of the momentum effect in the Swedish stock market by utilizing both cross-sectional introduced by Jegadeesh and Titman (1993) and time-series momentum introduced by Moskowtozt et al. (2011). The period of analysis is between 1998 to 2022. READ MORE

3. 2. Global Supply Chain Optimisation by Using Sensing Solutions

   University essay from Lunds universitet/Produktionsekonomi

   Author : Ahmad Belbisi; Amjad Belbisi; [2023]
   Keywords : Supply Chain Disruptions; Supply Chain Resilience; Supply Chain Visibility; Supply Chain Transparency; Real-Time Visibility; Internet of Things; Industry 4.0; Technology and Engineering;

   Abstract : Problemformulering: Internationalisering, högre volatilitet på efterfrågan och snabbare försörjningskedjor är faktorer som gör den globala kedjan mer komplex. Därför strävar organisationer efter en bättre bild av deras försörjningskedja realtidsprestanda. READ MORE