Essays about: "factor models"

Showing result 1 - 5 of 629 essays containing the words factor models.

  1. 1. Tidying up the factor zoo: Using machine learning to find sparse factor models that predict asset returns.

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Oliver Klingberg Malmer; Gustav Pettersson; [2020-07-01]
    Keywords : Asset pricing; Factor models; Machine learning; PCA; LASSO; Variable selection; Dimension reduction; Fama French Three Factor model; Fama French Five Factor model;

    Abstract : There exist over 300 firm characteristics that provide significant information about average asset return. John Cochrane refers to this as a “factor zoo” and challenges researchers to find the independent characteristics which can explain average return. READ MORE

  2. 2. Optimisation of Run of River Production Forecasting Using Aiolos Forecast Studio

    University essay from Lunds universitet/Avdelningen för Teknisk vattenresurslära

    Author : Amer Al-Qes; [2020]
    Keywords : Run of river hydropower plants; power production forecasting; Aiolos forecast studio; model accuracy assessment analysis and power market.; Technology and Engineering;

    Abstract : Hydropower is simply the largest source of renewable energy in the Nordic countries, where It compose around 90% of power production in Iceland, 70% in Norway, 40% in Sweden and 20% in Finland. Mountainous terrain and abundance in the surface water is a significant contributing factor in hydropower production. READ MORE

  3. 3. Mutual Fund Performance : An analysis of determinants of risk-adjusted performance for mutual equity funds available for Swedish investors

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Sandra Carlsson; Erica Eikner; [2020]
    Keywords : Mutual equity funds; risk-adjusted performance; Total Expense Ratio; fund characteristics; Swedish investors; Efficient Market Hypothesis; Carhart four factor model; Sweden;

    Abstract : The mutual fund industry in Sweden has grown rapidly over the past years. Research has been made on the topic for over 50 years, however there are still uncertainties about the determinants of fund performance. READ MORE

  4. 4. Signalling commitment to sustainability on the mutual fund market : An investigation of the Swedish equity mutual fund market

    University essay from Blekinge Tekniska Högskola; Blekinge Tekniska Högskola

    Author : Mattias Andersson; Erik Bernstrup; [2020]
    Keywords : Nordic Swan Ecolabel; Equity mutual funds; Signalling; eco-labelling; sustainable investing; Svanenmärkning; Aktiefonder; Signalteori; Eko-märkning; Hållbart investerande;

    Abstract : In the midst of climate change and growing concern about social aspects, investors want to make informed sustainable choices regarding their consumption and investments. Many companies are trying to stay ahead of the curve by engaging in Corporate Social Responsibility. READ MORE

  5. 5. Change Management : A clarification of the gap between ChangeManagement practice and research

    University essay from KTH/Industriell Management

    Author : Zewar Bahadin; [2020]
    Keywords : Change; Management; Organizational; Leadership; Business; Successful; Process; Activity; Approach; Aspects; Enabler; Factor; Framework; Guideline; Method; Model; Practice; Technique; Tool; Förändringsarbete; Förändringsledning; Förändring; Organisation; Ledarskap; Företag; Framgångsfaktor; Process; Aktivitet; Approach; Strategi; Aspekt; Möjliggörande; Faktor; Ramverk; Riktlinje; Metod; Modell; Teknik; Verktyg;

    Abstract : Change Management (CM) plays a key role to manage an individual, a group, or an organization from a current state to a desired future state. The purpose of CM is to promote and support activities and actions to higher productivity levels and higher adoption rates simultaneously as stakeholder’s commitment, comfort, and confidence increase in e.g. READ MORE