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Showing result 1 - 5 of 19 essays matching the above criteria.

  1. 1. A Study of Ayahuasca Documentary Film

    University essay from Lunds universitet/Filmvetenskap

    Author : Gwendoline Nalvarte Nunez; [2023]
    Keywords : Keywords: Ayahuasca; Documentary film; Interdisciplinary; Western society; Sub-genre; Vine of the Soul; Aya-Awakenings; Culture; Consciousness; Ancient knowledge.; Languages and Literatures;

    Abstract : 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

  3. 2. Copula modeling for Portfolio Return Analysis

    University essay from KTH/Matematik (Avd.)

    Author : Markus Gustafsson; [2023]
    Keywords : applied mathematics; copulas; tillämpad matematik; copulas;

    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

  4. 3. Risk Assessment of International Mixed Asset Portfolio with Vine Copulas

    University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Author : Axel Nilsson; [2022]
    Keywords : Vine Copulas; Extreme Value Theory; Financial Risk Management; Vine Copulas; Extremvärdesteori; Finansiell riskhantering;

    Abstract : 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

  5. 4. Organic waste streams in the wine industry

    University essay from SLU/Department of Molecular Sciences

    Author : Hanna Eriksson; [2022]
    Keywords : wine; waste; utilization; grapes; residue; pomace;

    Abstract : 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

  6. 5. Considering Tail Events in Hedge Fund Portfolio Optimization

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Josefin Bladh; Holm Greta; [2021]
    Keywords : Portfolio Optimization; Hedge Funds; Tail Events; Mean-CVaR;

    Abstract : 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