Sökning: "momentum effect"
Visar resultat 1 - 5 av 118 avhandlingar innehållade orden momentum effect.
1. Essays on Credit Risk
Sammanfattning : 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. LÄS MER
2. Turbulent jets in confined spaces : application in mixing ventilation: experimental and numerical studies
Sammanfattning : 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. LÄS MER
3. On the profitability of momentum strategies and optimal leverage rules
Sammanfattning : 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. LÄS MER
4. Momentum exchange between light and nanostructured matter
Sammanfattning : 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. LÄS MER
5. Opening New Radio Windows and Bending Twisted Beams
Sammanfattning : 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. LÄS MER