Essays about: "importance of statistics investment"

Showing result 1 - 5 of 14 essays containing the words importance of statistics investment.

  1. 1. Evaluating the Effect of Meta-Labeling on Equity Market Neutral Strategy

    University essay from Lunds universitet/Statistiska institutionen

    Author : Niclas Wölner-Hanssen; [2023]
    Keywords : Meta-Labeling; Probabilistic Sharpe Ratio; Equity Market Neutral; Mathematics and Statistics;

    Abstract : This thesis aims to construct an Equity Market Neutral (EMN) strategy framework to predict intraday excess returns of stocks within the S&P 500 index by utilizing machine learning techniques proposed by (López de Prado, 2018). The constructed EMN strategies within the framework utilizes techniques such as Stacked Single Feature Importance (SSFI), sample weighting, Probabilistic Sharpe Ratio (PSR), and meta-labeling. READ MORE

  3. 2. Investment Performance, Importance of Cash Levels, and Descriptive Company Statistics for U.S. Buybacks

    University essay from Göteborgs universitet/Graduate School

    Author : Alfred Kerstis; [2018-07-04]
    Keywords : Buybacks; buy-and-hold returns; excess cash;

    Abstract : An investment strategy based on buying U.S. stocks announcing share repurchase programmes over the period 1999 to 2014 suggest a minor long-run positive drift, with differing significance levels dependent on the test model. READ MORE

  4. 3. Anticipated Events’ Impact on FX Options’ Implied Volatility

    University essay from Lunds universitet/Matematisk statistik

    Author : Frej Håkansson; Björn Nilsson; [2018]
    Keywords : Volatility frown; implied volatility; jump model; anticipated event; SABR; FX Options; Mathematics and Statistics;

    Abstract : Understanding events’ impact on financial instruments are crucial for the participants in the financial markets. Here we propose an approach to model an anticipated event’s impact on the prices of FX options, represented in implied volatility. READ MORE

  5. 4. Decision makers' use of Return on Marketing Investment metrics in the decision-making process

    University essay from Högskolan i Halmstad/Akademin för ekonomi, teknik och naturvetenskap

    Author : Joanna Jönsson; Mikaela Zahn; [2018]
    Keywords : Return on Marketing Investment;

    Abstract : There is extensive literature written about how to calculate Return on Marketing Investment (ROMI) and its importance for marketing managers. However, there are not many studies made on how and when Return on Marketing Investment metrics are used in real life and if and how it is used to argue the value of a marketing activity. READ MORE

  6. 5. Possibilities to Reduce the Information Gap between Foreign Investors & the Swedish Real Estate Market : The Importance of Cooperation with an Operating Partner

    University essay from KTH/Fastigheter och byggande

    Author : Elin Johansson; Linnéa Nordin; [2018]
    Keywords : Swedish real estate investments; foreign investment; operating partner; market specific competence; information gap; Svenska fastighetsinvesteringar; utländska investerare; operativa partner; marknadsspecifik kompetens; informationsklyfta;

    Abstract : This master thesis project aims to evaluate the importance of availability of operating partners for foreign investors as they decide whether or not to make an investment on the Swedish market. The study will also evaluate if the cooperation with operating partners could contribute to a reduction of the information gap between foreign investors and the Swedish real estate market, and if that could ultimately lead to an increase in the inflow of foreign capital to Sweden. READ MORE