Essays about: "vine"
Showing result 1 - 5 of 19 essays containing the word vine.
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1. A Study of Ayahuasca Documentary Film
University essay from Lunds universitet/FilmvetenskapAbstract : This master thesis invites the reader to acquire and examine new evidence about an emerging and growing sub-genre type of documentary film called Ayahuasca documentary. This study bases its definition of the Ayahuasca documentary sub-genre on a current work in the progress catalogue of over 50 documentary films, two of which were selected as case studies. READ MORE
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2. Copula modeling for Portfolio Return Analysis
University essay from KTH/Matematik (Avd.)Abstract : In this thesis, we investigate the advantages of using high-dimensional copula modeling to understand the riskiness of portfolio investments and to more realistically estimate future portfolio values. Our approach involves benchmarking some pre-determined fitted copulas to the 0. READ MORE
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3. Risk Assessment of International Mixed Asset Portfolio with Vine Copulas
University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakultetenAbstract : This thesis gives an example of assessing the risk of a financial portfolio with international assets, where the assets may be of different classes, by the use of Monte Carlo simulation and Extreme Value Theory. The simulation uses univariate modelling, models of the assets’ returns as stochastic processes, as well as vine copulas to create dependency between the variables. READ MORE
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4. Organic waste streams in the wine industry
University essay from SLU/Department of Molecular SciencesAbstract : Today, the annual global production of grapes surpasses seventy million tonnes. Of the grapes used toward winemaking, one fourth end up as pomace. In addition to pomace, vine pruning residues, stems and wastewater sludge contribute to the immense volumes of waste that for a long time has been considered as without value. READ MORE
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5. Considering Tail Events in Hedge Fund Portfolio Optimization
University essay from Linköpings universitet/ProduktionsekonomiAbstract : The Fourth Swedish National Pension Fund (AP4), as well as many other large investors, has noted deficiencies the Mean-Variance framework for portfolio management of asset with non-normal characteristics. The main problem apparent in the Mean-Variance framework, when investing in alternative assets such as hedge funds, is the lacking systematic control of the balance between the measurements of risk due normal variation and tail-risk. READ MORE