Essays about: "fund performance and evaluation"

Showing result 1 - 5 of 43 essays containing the words fund performance and evaluation.

1. 1. Evaluating clustering techniques in financial time series

   University essay from Uppsala universitet/Avdelningen för systemteknik

   Author : Johan Millberg; [2023]
   Keywords : clustering; machine learning; financial time series; time series; unsupervised learning; cluster validation; cluster evaluation; klustring; klusteranalys; finansiella tidsserier; maskininlärning; klustervalidering; evalueringsteknik;

   Abstract : This degree project aims to investigate different evaluation strategies for clustering methodsused to cluster multivariate financial time series. Clustering is a type of data mining techniquewith the purpose of partitioning a data set based on similarity to data points in the same cluster,and dissimilarity to data points in other clusters. READ MORE

3. 2. Development and evaluation of solar heating solutions for Villages in the highlands of Peru

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Tom Rupert Göransson; [2023]
   Keywords : ;

   Abstract : In the Peruvian highlands, hundreds of thousands of people live in dwellings that are completely unheated. In this climate, nighttime indoor temperatures during the winter could be as low as 0°C. Indoor cold can cause thousands of respiratory diseases and increase winter mortality. READ MORE

4. 3. - How Limited Partners define and evaluate risk in Private Equity

   University essay from Göteborgs universitet/Graduate School

   Author : Richard Johansson; [2021-06-30]
   Keywords : Private Equity; Limited Partners; Risk; Definition; Evaluation;

   Abstract : Limited Partners (LPs) have a limited liability in the Limited Partnership Agreement (LPA) when investing into Private Equity (PE). However, due to their limited liability, LPs face different risks and have to manage and evaluate these risks differently due to the low transparency contributed from the General Partners (GPs). READ MORE

5. 4. Construction and Evaluation of Basket Options using the Binomial Option Pricing Model

   University essay from KTH/Matematisk statistik

   Author : Robin Nordström; Sepand Tabari; [2021]
   Keywords : Applied Mathematics; Financial Mathematics; Option Pricing; Binomial Option Pricing Model; Basket Option; Delta Neutrality; Data Analysis; Tillämpad Matematik; Finansiell Matematik; Optionsprissättning; Binomialmodellen; Korgoption; Deltaneutralitet; Dataanalys;

   Abstract : Hedge funds use a variety of different financial instruments in order to try to achieve over-average returns without taking on excessive risk - options being one of the most common of these instruments. Basket options is a type of option that is written on several underlying assets that can be used to hedge risky positions. READ MORE

6. 5. Evaluation regarding the US fund market : A comparison between different US fund risk classes and their performance

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Author : Victor Sjöstrand; Albert Svensson Kanstedt; [2021]
   Keywords : Standard deviation; US Equity Funds; S P 500; CAPM; Efficient Market Hypothesis; random walk.;

   Abstract : The intent of this thesis is to investigate how US equity funds performance differ due to their standard deviation. In order to accomplish this study, we collected daily data for 99 US equity funds for the period 2011-2020 and divided the funds into three risk classification groups based on their standard deviation for the year 2011. READ MORE