Essays about: "weights and measures"

Showing result 1 - 5 of 41 essays containing the words weights and measures.

  1. 1. Unveiling the Impact of ESG Ratings on Risk-Adjusted Returns : Evidence from European Companies

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : David Melin; Otta Alexander; [2023]
    Keywords : ESG; Sustainability; Risk-adjusted return; Risk factor; Factor model; Portfolio; Europe;

    Abstract : This study uses a sample of 600 companies from Europe to investigate the risk-adjusted returns of four portfolios with high and low ESG ratings between 2011 and 2021. Four asset pricing models and additional measures for risk and return are tested on different portfolio weights. READ MORE

  3. 2. Analysing the Optimal Fund Selection and Allocation Structure of a Fund of Funds

    University essay from KTH/Matematik (Avd.)

    Author : Idun Cederberg; Ida Cui; [2023]
    Keywords : Master Thesis; Financial Mathematics; Fund of Funds; Portfolio Optimization; Mean Variance Optimization; Masterexamensarbete; finansiell matematik; fond i fond; portföljoptimering; modern portföljteori;

    Abstract : This thesis aims to investigate different types of optimization methods that can be used when optimizing fund of fund portfolios. Moreover, the thesis investigates which funds that should be included and what their respective portfolio weights should be, in order to outperform the Swedish SIX Portfolio Return Index. READ MORE

  4. 3. Real Time Navigation Algorithms for LEO Small Satellites using COTS GNSS

    University essay from KTH/Lantmäteri – fastighetsvetenskap och geodesi

    Author : Nathan Groisne; [2023]
    Keywords : PNT; Small Satellite; COTS; GNSS; Navigation; ACS; PNT; små satelliter; COTS; GNSS; navigering; ACS;

    Abstract : Many satellites in LEO use a GNSS-based navigation system, taking advantage of the GNSS constellations in MEO to enhance navigation capabilities. The thesis work focused on developing the software enabling GNSS-based navigation for Hemeria's future small satellites operating in LEO. READ MORE

  5. 4. Optimal Multitaper Spectrograms

    University essay from Lunds universitet/Matematisk statistik

    Author : Markus Ydreskog; [2023]
    Keywords : Time-frequency analysis; Multitaper spectrogram; Optimization; Wigner distribution; Mathematics and Statistics;

    Abstract : Multitaper spectrograms have been proposed as a method of improving the spectrogram as a time-frequency representation (TFR). This thesis aimed to investigate both previously used and new methods for combining multitaper spectrograms of a Gaussian signal and a chirp. READ MORE

  6. 5. How to Get Rich by Fund of Funds Investment - An Optimization Method for Decision Making

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Sabina Colakovic; [2022]
    Keywords : Modern Portfolio Theory; Markowitz Model; Mean-Variance Optimization; Valueat-Risk; Conditional Value-at-Risk; Geometric Mean Return; Efficient Frontier; Portfolio Optimization; Markowitz 2.0;

    Abstract : Optimal portfolios have historically been computed using standard deviation as a risk measure.However, extreme market events have become the rule rather than the exception. To capturetail risk, investors have started to look for alternative risk measures such as Value-at-Risk andConditional Value-at-Risk. READ MORE