Essays about: "factor index"

Showing result 21 - 25 of 281 essays containing the words factor index.

  1. 21. Feasibility of quantitative 99mTc-DPD scintigraphy SPECT/CT for assessing the burden of ATTR cardiac amyloidosis

    University essay from Umeå universitet/Radiofysik

    Author : Sajad Kadhim Khalaf; [2023]
    Keywords : QSPECT; Amyloidosis; ATTR; LVMI; Recovery Coefficient; SUV; Calibration;

    Abstract : Background: Amyloid transthyretin (ATTR) cardiomyopathy is caused by the deposition of misfolded proteins, known as amyloid fibrils, in the myocardium. Quantitative Single Photon Emission Computed Tomography (QSPECT) utilizing 99mTc-DPD scintigraphy has the potential to assess ATTR-suspected cardiac amyloidosis (CA). READ MORE

  3. 22. Central Banks' Effect on Bitcoin Returns: An Event Study

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Filip Lundqvist; Christian Olivefors; [2022-07-08]
    Keywords : Event Study; Bitcoin; Efficient Market Hypothesis; Cryptocurrency; Monetary Policy Tool; Blockchain;

    Abstract : Bitcoin has become established in the financial system and has a volatile price development. Lacking trust in the financial system and monetary policy has led to increased adoption of Bitcoin. The regulation of Bitcoin can be hard to succeed with. The thesis will study the impact of central bank statements from ECB and FED on Bitcoin’s returns. READ MORE

  4. 23. Is there a trade-off between economic return and ESG rating? 

    University essay from

    Author : Anton Bornlid; Eriksson Alexander; [2022-07-01]
    Keywords : Carhart s Four Factor Model; ESG; Risk-adjusted return; Sweden;

    Abstract : ESG scores have during the last 15 years been used to categorize firms by rating according to environmental, social and governance aspects. Earlier research looking at performance and ESG indicates various results for different markets, publishing dates and time frames. READ MORE

  5. 24. Factor Investing and ESG Integration in Regime-switching Models- An Empirical Study on ESG Factor Integration Using Infinite Hidden Markov Models

    University essay from Göteborgs universitet/Graduate School

    Author : Arien Haghshenas; Martin Karim; [2022-06-29]
    Keywords : ESG; Hidden Markov Models; Factor investing; Machine learning; Portfolio construction; Regime-switching models;

    Abstract : ESG investing is an active area of interest, both for the investment and academic communities. However, research is inconclusive on the financial benefits of integrating ESG factors in portfolio construction. READ MORE

  6. 25. Navigating in the ESG score jungle- A cross-sectional approach to determine the ESG risk factor

    University essay from Göteborgs universitet/Graduate School

    Author : Gustav Pettersson; Mattias Öhrn; [2022-06-29]
    Keywords : Asset Pricing; ESG Investing; ESG Risk Score; Factor Models; Fama-MacBeth Regressions; Time-Series Regressions;

    Abstract : This thesis examines the relationship between ESG scores and yearly excess return between 2010 and 2020 on the S&P 500 Index. With a solid theoretical background regarding investor preferences, we ask whether investors accept lower returns for holding greener assets. READ MORE