Sökresultat

In this paper, we investigate the distributional properties of the estimated tangency portfolio (TP) weights assuming that the asset returns follow a matrix variate closed skew-normal distribution. We establish a stochastic representation of the linear combination of the estimated TP weights that fully characterizes its distribution. Using the stochastic representation we derive the mean and variaIn this paper, we investigate the distributional properties of the estimated tangency portfolio (TP) weights assuming that the asset returns follow a matrix variate closed skew-normal distribution. We establish a stochastic representation of the linear combination of the estimated TP weights that fully characterizes its distribution. Using the stochastic representation we derive the mean and varia

Intracellular aggregates of superoxide dismutase 1 (SOD1) are associated with amyotrophic lateral sclerosis. In vivo, aggregation occurs in a complex and dense molecular environment with chemically heterogeneous surfaces. To investigate how SOD1 fibril formation is affected by surfaces, we used an in vitro model system enabling us to vary the molecular features of both SOD1 and the surfaces, as we

Concepts are an important element of the way international lawyers think and talk about international law. They materialise as conceptual terms, such as ‘jurisdiction’, ‘self-defence’ and ‘abuse of rights’. To enable a critical evaluation of international law and legal discourse, it is important that single instances of use of such terms be fully understood. This task presupposes a full recognitio

Inflation began to increase rapidly towards the end of 2021 and remained elevated throughout 2022. Higher energy prices contributed significantly to the increase in inflation. However, core-inflation, excluding the direct contribution of energy prices, was also significantly above the European Central Bank’s inflation target. Partially due to the highly expansionary monetary policy during the pandInflation began to increase rapidly all around the world towards the end of 2021, and it remained elevated throughout 2022. Higher energy prices contributed significantly to the increase in inflation. However, core inflation, excluding the direct contribution of energy prices, was also significantly above the European Central Bank’s inflation target, which was partially due to the highly expansion

This article addresses the debate on structure, agency, and process in contemporary revolution theory, drawing on social movement theory and using the Haitian Revolution as an illustrative case. The article seeks to make three main contributions. Firstly, while accepting the critique against the failure of structuralist revolution theory to explain why revolutions can occur under difficult circumsThis article addresses the debate on structure, agency, and process in contemporary revolution theory, drawing on social movement theory and using the Haitian Revolution as an illustrative case. The article seeks to make three main contributions. Firstly, while accepting the critique against the failure of structuralist revolution theory to explain why revolutions can occur under difficult circums

The statistical sparse jump model, a recently developed, robust and interpretable regime-switching model, is used to analyze the factors driving the return dynamics of the largest cryptocurrencies. This method simultaneously incorporates feature selection, parameter estimation, and state classification. A wide range of candidate features is considered, including cryptocurrency, sentiment, and fina

Kemisk vittring kallas processen när mineralkorn löses upp och sönderdelas i molekyler eller atomer. Det är en viktig process, bland annat för att den frigör ämnen som skyddar marken från försurning och som fungerar som näringsämnen för växter. För de så kallade baskatjonerna kalium, kalcium, magnesium och natrium är vittringen i marken bland de största källorna. Framför allt de tre förstnämnda ba

This study examines the impact of the extensive climatic and environmental changes associated with the Early Holocene on the feeding ecology of aurochs, European bison, red deer, and Eurasian elk in southern Scandinavia from radiocarbon dates and analysis of stable carbon and nitrogen isotopes. Molecular sex information is utilised in the study of aurochs to understand the underlying reasons behin

This thesis reviews existing research on how cybersecurity affects flight safety and to what extent these threats are addressed in regulatory requirements. This mixed method thesis employs anchoring in safety science, systematic literature review, legal requirements analysis, interviews, and a survey. Research shows risks related to unencrypted VHF/HF radio, CPDLC, ACARS, Mode-S, ADS-B, TCAS and G

This study aims to scrutinise Serbia’s adaptation to the Copenhagen criteria between 2017 and 2024, by examining the country’s progress and challenges in its path toward EU membership. By using Andrew Moravcsik’s Liberal Intergovernmentalism as the theoretical framework, the research analyses how domestic political preferences, institutional dynamics and international bargaining have shaped Serbia

The paper examines the impact of the mining sector's closure on population decline patterns in the Principality of Asturias, Spain. It utilizes two distinct databases of own construction that provide disaggregated data on the region's 78 councils. The first database encompasses demographic information spanning from 1900 to the present day, while the second database contains socioeconomic d

This paper analyzes the existence of market power on the Nordic electricity market between 2018-2022, and if the energy market turbulence caused by covid-19, and later deepened following the war in Ukraine affected producers' bidding behavior. Market power was tested using Cournot assumptions to see if producers withheld output strategically when demand was more inelastic. Auction data on syst

Vår undersökning kommer handla om kundfokuset inom agila utvecklingsmetoder. Vi vill skapa en förståelse samt en bredare bild över hur arbete och kommunikationen inom agila utvecklingsmetoder påverkar företag och deras kunder. Denna frågeställning har även en stor koppling till det systemvetenskapliga programmet som vi tre författare läser tills Juni, 2015. Vi har i rapporten använt oss utav litte