Essays about: "weighting"

Showing result 6 - 10 of 261 essays containing the word weighting.

  1. 6. Exploring the Idiosyncratic Volatility Anomaly in the Swedish Stock Market: An Empirical Analysis of its Impact on Returns

    University essay from Göteborgs universitet/Graduate School

    Author : Anton Ahlqvist; Walter Uong; [2023-06-29]
    Keywords : ;

    Abstract : We examine the cross-sectional relationship between idiosyncratic volatility relative to the Fama-French three factor model and expected stock returns. We find that portfolios containing the firms with the lowest idiosyncratic risk offers excess returns in relation to the prediction of the Fama-French three factor model, while those with the highest idiosyncratic risk do not. READ MORE

  3. 7. Emission factors and methods used in climate impact assessments of energy use in Swedish heated buildings - Assessing district heating and electricity as energy source

    University essay from Lunds universitet/Institutionen för arkitektur och byggd miljö; Lunds universitet/Avdelningen för Energi och byggnadsdesign

    Author : Louise Piltz Vitanc; Matilda Hinsegård; [2023]
    Keywords : Life Cycle Assessment; Climate Calculation; Methodology; B6; Global Warming Potential; Technology and Engineering;

    Abstract : When the property- and building industry moves towards new solutions targeting reduced climate impact, this puts pressure on the building owners and companies to calculate the climate impact of buildings. It may seem easy, but there are various methods and guidelines to navigate around. READ MORE

  4. 8. Dinner Chair for Children : A highchair to bring along and grow with - From idea to product concept

    University essay from Luleå tekniska universitet/Institutionen för ekonomi, teknik, konst och samhälle

    Author : Jana Kettunen; Ella Viberg; [2023]
    Keywords : Child; chair; product development; design methods; ergonomic;

    Abstract : The demand for well-adjusted and useable children´s products increase in conjunction with the interest of children’s environment and understanding for how their needs differ from adults. Even if the market has increased the last years an absence still can be perceived of a children’s highchair which is fit for children from six months of age till five years, and at the same time both transportable and aesthetic. READ MORE

  5. 9. Optimization of Path and Trajectory for Underground Mining Machines

    University essay from Linköpings universitet/Institutionen för systemteknik

    Author : Farid Marouki; [2023]
    Keywords : ;

    Abstract : Underground mining machines play a critical role in the mining industry, enablingexcavation of valuable minerals from subterranean deposits. The efficiency of mining op-erations relies heavily on the effectiveness of these machines. READ MORE

  6. 10. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

    University essay from Uppsala universitet/Datalogi

    Author : Rebecca Fällström; [2023]
    Keywords : Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

    Abstract : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. READ MORE