Essays about: "pricing strategy"

Showing result 26 - 30 of 196 essays containing the words pricing strategy.

  1. 26. Volatility-managed portfolios in the international markets

    University essay from Stockholms universitet/Finansiering

    Author : Soroush Hasanpour; Emil Adamsson; [2022]
    Keywords : Financial Markets; Asset-pricing; asset pricing; Equity; Equity Markets; Volatility; Volatility-management; international markets; Volatility pricing; Pricing anomalies;

    Abstract : Volatility-managed portfolios offer mixed returns in an international setting based on ex-ante information. The results of this paper further strengthen the theory that the variability of excess returns from volatility-management are more dependent on underlying investor strategy rather than differences of global markets. READ MORE

  3. 27. Residual Momentum and Volatility – Managed Portfolios : A Study on the Swedish Equity Market

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Erik Huss; Mario Ishak; [2022]
    Keywords : Residual Momentum; Volatility Management; Asset Pricing; Volatility Scaling; Momentum; Transaction Costs; Idiosynkratiskt Momentum; Riskstrategier; Tillgångsprissättning; Momentum; Transaktionskostnader;

    Abstract : In this paper, we present empirical results from the Swedish equity market when testingdifferent strategies aiming at enhancing the performance of a momentum strategy, over a timeperiod from 2000 to 2021. Similar to research conducted on other markets, we find theexistence of a momentum premium on the Swedish equity market, but with a return that is fattailed and negatively skewed. READ MORE

  4. 28. Finding duplicate offers in the online marketplace catalogue using transformer based methods : An exploration of transformer based methods for the task of entity resolution

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Robert-Andrei Damian; [2022]
    Keywords : Transformers; Language Models; Deep Neural Networks; Entity Resolution; Duplicate Detection; Entity Matching; Record Linkage; Contrastive Learning; e-commerce; Transformers; Modèles de langage; Apprentisage en profondeur; Résolution d’entité; Détection de doublons; Apprentisage contrastif; commerce électronique; Transformers; Språkmodeller; Djupinlärning; Entitetserkännande; Dubblettdetektering; Entitetsmatchning; Rekordkoppling; e-handel;

    Abstract : The amount of data available on the web is constantly growing, and e-commerce websites are no exception. Considering the abundance of available information, finding offers for the same product in the catalogue of different retailers represents a challenge. This problem is an interesting one and addresses the needs of multiple actors. READ MORE

  5. 29. Swaptions from a Clearinghouse perspective : Hedging swaptions, an option on interest rate swaps, using compression

    University essay from Umeå universitet/Institutionen för fysik

    Author : Joel Forsberg; [2022]
    Keywords : Swaptions; Clearinghouse; Compression; Interest rate swap;

    Abstract : With the increasing popularity of interest rate swaps the need to understandswaptions, an option of an interest rate swap, is of great importance. A swap-tion can be used in both speculative purposes and to hedge against changesin interest rates. The most important thing to understand is the pricing for-mula. READ MORE

  6. 30. Multi-Armed Bandit to optimize the pricing strategy for consumer loans

    University essay from Lunds universitet/Institutionen för reglerteknik

    Author : Joachim Nilsson; [2022]
    Keywords : Technology and Engineering;

    Abstract : This thesis explores the possibility of framing the problem of setting prices for consumer loans on loan comparison sites as a Multi-Armed Bandit Problem. The problem is solved by creating a Multi-Armed Bandit environment based on SEB:s expert knowledge of the problem. READ MORE