Search for dissertations about: "momentum effect"

Showing result 1 - 5 of 100 swedish dissertations containing the words momentum effect.

  1. 1. Essays on Credit Risk

    Author : Caren Guo Nielsen; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; equity returns; size effect; value effect; momentum effect; credit risk effect; credit default swap; banks; asset risk; credit risk; portfolio choice; risk-based capital regulation; bank bailouts; moral hazard; distress risk; capital injections; TARP; CPP; market discipline; financial crisis;

    Abstract : This dissertation covers the issues related to credit risk that stem from the recent financial crisis and that are concerned by investors, financial intermediaries, and governments. The results of the research have important implications for asset managers, such as using the information from the credit risk market to rebalance stock portfolios, and for policy makers in regulating or bailing out banks. READ MORE

  2. 2. Turbulent jets in confined spaces : application in mixing ventilation: experimental and numerical studies

    Author : Taghi Karimipanah; Mats Sandberg; H. A. Awbi; Högskolan i Gävle; []
    Keywords : ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; turbulent; wall jet; impinging jet; free jet; confinement effect; pressure; throw; experimental; numerical; corner; momentum; mixing ventilation;

    Abstract : The basis of mixing ventilation is the airflow supply to the room by means of jets initiatedfrom the ventilation diffusers. To avoid the draught problem, the design of mixing ventilationmakes uses the throw term, which is defined as the distance to the supply air terminal inwhich the jet centreline mean velocity is decreased to a given value. READ MORE

  3. 3. On the profitability of momentum strategies and optimal leverage rules

    Author : Christian Lundström Tjurhufvud; Tomas Sjögren; Sami Vähämaa; Umeå universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bootstrap; Exchange Traded Products; Kelly criterion; Money management; Opening Range Breakout Strategies; Optimal fraction criterion; Time series momentum; Economics; nationalekonomi;

    Abstract : This thesis consists of an introductory part and five self-contained papers related to the profitability of momentum strategies and optimal leverage rules.Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) day trading strategy. READ MORE

  4. 4. Momentum exchange between light and nanostructured matter

    Author : Daniel Andrén; Chalmers University of Technology; []
    Keywords : phase-gradient metasurface; optical force and torque; metavehicle; momentum exchange.; nano-optics; rotary nanomotor; optical tweezers;

    Abstract : An object's translational and rotational motion is associated with linear and angular momenta. When multiple objects interact the exchange of momentum dictates the new system's motion. READ MORE

  5. 5. Opening New Radio Windows and Bending Twisted Beams

    Author : Erik Nordblad; Thomas B. Leyser; Kristof Stasiewicz; Vladimir Pavlenko; Paul A. Bernhardt; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Orbital angular momentum; Hall effect; Nonparaxial beam; Geometrical optics; High frequency radio waves; Ray tracing; Magnetic zenith effect; Ionospheric irregularities; Wave propagation; Fysik med inriktning mot rymd- och plasmafysik; Physics with specialization in Space and Plasma Physics;

    Abstract : In ground based high frequency (HF) radio pumping experiments, absorption of ordinary (O) mode pump waves energises the ionospheric plasma, producing optical emissions and other effects. Pump-induced or natural kilometre-scale field-aligned density depletions are believed to play a role in self-focussing phenomena such as the magnetic zenith (MZ) effect, i. READ MORE