Essays about: "factor models"

Showing result 21 - 25 of 965 essays containing the words factor models.

  1. 21. Robust Portfolio Optimization with Correlation Penalties

    University essay from KTH/Matematisk statistik

    Author : Pelle Nydahl; [2023]
    Keywords : Portfolio Optimization; Portfolio Allocation; Robust Optimization; Correlation; Risk Factor Model; EMA Filtering; Weighted Linear Regression; Portföljoptimering; Portföljallokering; Robust optimering; Korrelation; Riskfaktor-modell; EMA-filtrering; Viktad linjär regression;

    Abstract : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. READ MORE

  3. 22. Sex Differences in Dopamine D1-type Receptors and Episodic Memory : an Imaging Study Across the Adult Lifespan

    University essay from Umeå universitet/Umeå centrum för funktionell hjärnavbildning (UFBI); Umeå universitet/Institutionen för psykologi

    Author : Anton Degerfält; [2023]
    Keywords : dopamine; D1DR; sex; episodic memory; ageing; PET; MRI;

    Abstract : Identification of the pathways that could be targeted to alleviate ageing-related cognitive decline is of prime importance. One of the most promising target mechanisms is connected to healthy dopaminergic ageing. READ MORE

  4. 23. Different locations, same destination : Creating a sense of belonging in hybrid work environments.

    University essay from Mälardalens universitet/Akademin för innovation, design och teknik

    Author : sasa Nikolic; [2023]
    Keywords : Hybrid work model; social; professional; and environmental belonging; design; well-being;

    Abstract : Covid-19 made working from home more accessible, and even after the pandemic is over, numerous organizations in Sweden have made the choice to continue work from home through so-called hybrid work models. This study is done in a co-creation with a large Swedish retail company, ICA that uses the hybrid model. READ MORE

  5. 24. Evaluating the potential of circular food waste management : A focus on insect feed utilization

    University essay from KTH/Hållbar utveckling, miljövetenskap och teknik

    Author : Jenny Eliasson; [2023]
    Keywords : Circular economy; Circular Business Models; BSF; Mealworm; Barriers; Drivers; Cirkulär ekonomi; Circkulära affärsmodeller; Soldatfluga; Mjölmask; Barriärer; Drivkrafter;

    Abstract : Approximately a third of all food produced globally is thrown away, causing both unnecessary environmental impact and unnecessary costs for producers and consumers. Food waste occurs in all steps in the supply chain, from primary production to retail stores, restaurants, and households. READ MORE

  6. 25. Locating the Effects of Emotional and Aesthetic Labor on Performance Through the Lens of Flight Attendants : —An investigative qualitative study of a low-cost and a premium airline

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

    Author : Athina Spyridonos; Hala Zeeb; [2023]
    Keywords : aesthetic labor; emotional labor; employee performance; flight attendants; low-cost airline; premium airline; motivation; Herzberg;

    Abstract : This research implemented a multiple case study design to investigate the effects of aesthetic and emotional labor in the premium airline context of Emirates, in comparison to the low-cost airline context of easyJet. This was achieved through the conduct of interviews with flight attendants from each airline as they are the frontline employees who are mostly concerned with the implementation of these standards. READ MORE