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Portfolio optimization using factor models

In this thesis model predictive control (MPC) is used to dynamically optimize a portfolio where data is sampled at the closing price. Previous research has shown that MPC optimization applied on financial data can yield a portfolio that exceeds the value of traditional portfolio strategies. MPC has also been observed having computational advantages when return forecasts are updated when a new obs

The Merger Directive 2009/133/EC ; a limited help to the cross-border mobility?

A company willing to move abroad go through different set of rules starting with article 54 of the TFEU that consecrated the Freedom of Establishment. Even though some steps have been made, depending on which theory is used by the Member State, some fiscal impediments can arise in case of cross-border operations. Member States can be tempted to levy exit tax when the company leaves their territory

European GIS Course Developments-Partner expectations, experiences and results in the E-GIS Project

The E-GIS project partnership comprised 10 partners (universities, organisations and private bodies) from 6 European countries; Bulgaria, Lithuania, The Netherlands, Norway, Portugal and Sweden. The E-GIS project was initiated in order to: • Establish competent nettworks between universities and private bodies for cooperation on an European level within the GIS area – both for this project and fo

En studie av säsongs- och branschanomalier på den svenska aktiemarknaden

Purpose: The purpose of this study has been to investigate whether Frennberg & Hanssons earlier study of anomalies still are correct, and if these are valid for certain sectors. Methodology: In an effort to find seasonal patterns on the Swedish exchange market, we have used the average daily returns. By using these patterns we have created investment strategies which have then been tested over

Chemical Hazard Signs And Labeling Of Chemical Hazards

skyltning-och-markning-av-kemiska-riskkallor Sida 1 av 21 Chemical hazard signs and labeling of chemical hazards Content Introduction ...................................................................................................3 Chemical hazard signs ..................................................................................3 How should chemical hazard signs look?.....................

https://www.hr-webben.lu.se/sites/hr-webben.lu.se/files/2026-05/Chemical%20hazard%20signs%20and%20labeling%20of%20chemical%20hazards.pdf - 2026-05-29

Gut-brain axis: Dietary regulation of intestinal and blood-brain barrier function

It is known that consumption of high fat diet may lead to gut dysbiosis and increase intestinal permeability by altering gut microbiota composition. However, metabolites from dietary fiber fermentation, short chain fatty acids (SCFAs) may prevent these changes. SCFAs are of great importance in maintaining colonic integrity, and exerting anti-inflammatory function as signaling molecules. The presen

LP3 Annual Report 2021

The “new” Lund Protein Production Platform (LP3) was created as a centre in June 2016 by the Faculty of Science, the Faculty of Medicine and the Faculty of Engineering, by combining the “old” LP3, which specialised in protein production, with the Lund University protein crystallization facility. In 2021, LP3 continued to deliver projects to its users at the maximum of its capacities and as much as

https://www.lp3.lu.se/lp3-annual-report-2021 - 2026-05-27

Multiomic profiling of ER-positive HER2-negative breast cancer reveals markers associated with metastatic spread

Background: Metastatic disease is the main cause of breast cancer (BC)-related deaths, but prediction of metastases remains challenging especially in the large and diverse group with estrogen receptor (ER)-positive, human epidermal growth factor receptor 2 (HER2)-negative tumors. Molecular tumor features beyond currently used markers could provide important information for stratifying metastatic r

Emergent colon cancer and postoperative complications - risks and management

Background:Colorectal cancer in the third most diagnosed cancer in Sweden and the second most common cause of cancer-related death in Sweden and worldwide. 10-30% of the cases present as emergencies, of which 80% are caused by large bowel obstruction (LBO). Most of these patients undergo emergency resection which is associated with high rates of morbidity and mortality. To overcome the risk with e

General Principles of EU Law and Their Application to Third-Country Nationals

Both the EU and Member States in treatment of third-country nationals have to follow so-called “international minimum standard of treatment of aliens”, meaning that states are allowed to treat aliens in the same way as their own nationals, but in no case such treatment to be less than fundamental human rights stipulated in contemporary international instruments. Such standard is not stipulated in

The Swedish Monopoly on Gambling - How to address the shifting reality of the Swedish gambling market

Gambling and the national gambling markets has so far not been harmonised through any Community law regulation or directive. Instead gambling is covered by the general principles of Community provisions for the free movement of services article 49, and the closely connected article 43 regulating the freedom of establishment. This has been established through the case law of the ECJ. The Member Sta

Thrombolysis for lower extremity bypass graft occlusion

Background: Thrombolysis is a common method in the treatment of lower extremity bypass graft occlusion. The purpose of this study was to investigate the results of thrombolytic therapy in the management of acute bypass graft occlusion and to identify risk factors for technical failure and amputation. Methods: All patients at two tertiary referral centers undergoing thrombolysis for acute graft occ

2016-2018 becc gu publikationer 0

1 2018 BECC Gothenburg Ambec, S., & Coria, J. (2018). Policy spillovers in the regulation of multiple pollutants. Journal of Environmental Economics and Management, 87, 114-134. doi:https://doi.org/10.1016/j.jeem.2017.05.011 Andersson-Sköld, Y., Klingberg, J., Gunnarsson, B., Cullinane, K., Gustafsson, I., Hedblom, M., . . . Thorsson, S. (2018). A framework for assessing urban greenery's effects a

https://www.becc.lu.se/sites/becc.lu.se/files/2016-2018_becc_gu_publikationer_0.pdf - 2026-05-29

Hallbar utveckling sjalvvardering lu

Universitetskanslersämbetets tematiska utvärdering av hållbar utveckling Självvärdering Lärosäte: Lunds universitet 1 Lunds universitets självvärdering med avseende på hållbar utveckling inom utbildningen I det följande redovisas Lunds universitets självvärdering av arbetet med hållbar utveckling inom utbildningen. Inledningsvis redogörs för genomförandet av självvärderingen i termer av metod och

https://www.hallbarhet.lu.se/sites/hallbarhet.lu.se/files/hallbar_utveckling_sjalvvardering_lu.pdf - 2026-05-29

Fredrik Höök

Visiting professor Contact details Email: fredrik [dot] hook [at] chem [dot] lu [dot] seOrganisation Physical Chemistry Service point: 1 WebpageFredrik Hööks profile in Lund University research portalOther affiliations Member of Strategic Research Area NanoLund: Centre for Nanoscience Profile area member LTH Profile Area: Nanoscience and Semiconductor Technology Profile area member LU Profile Area

https://www.physchem.lu.se/fredrik-hook - 2026-05-28

142 MP139 Auchtung NatureComm 2022 (1)

Temporal changes in gastrointestinal fungi and the risk of autoimmunity during early childhood: the TEDDY study ARTICLE Temporal changes in gastrointestinal fungi and the risk of autoimmunity during early childhood: the TEDDY study Thomas A. Auchtung 1,2✉, Christopher J. Stewart 1,3, Daniel P. Smith 1, Eric W. Triplett 4, Daniel Agardh5, William A. Hagopian 6, Anette G. Ziegler7,8,9, Marian J. Rew

https://www.teddy.lu.se/sites/teddy.lu.se/files/2023-02/142%20MP139_Auchtung_NatureComm_2022%20(1).pdf - 2026-05-29

CirclePolicyBrief 2023-02 NEW

Time to move from global to responsible value chains Time to move from global to responsible value chains CIRCLE – CENTRE FOR INNOVATION RESEARCH | LUND UNIVERSITY POLICY BRIEF 02 | 2023 CIRCLE POLICY BRIEF | 02-2023 Time to move from global to responsible value chains Te world is changing at a fast pace, and recurring crises require regions and nations to become more resilient and transform towar

https://www.circle.lu.se/sites/circle.lu.se/files/2026-03/CirclePolicyBrief_2023-02_NEW.pdf - 2026-05-29

The meaning of actions

The Meaning of Actions The Meaning of Actions: Motor Functions, Intentions and the Brain The Meaning of Actions theme at the Pufendorf IAS 1. The overall goal of the project is to study how actions and intentions are represented in the human brain. The standard view of actions is that they are driven by goals or intentions in combination with beliefs. Yet, the relations between actions and goals a

https://www.pi.lu.se/sites/pi.lu.se/files/the_meaning_of_actions.pdf - 2026-05-29

A2030 monthly Update 250210

Agenda 2030 Graduate School monthly newsletter #2 2025-02-10 Ylva van Meeningen Hi! I know there are a bunch of you who feel quite sick of winter right about now. It is still dark, it is still cold, all the additional lights in people’s windows are gone and it is a loooong way to summer. I am one of those persons who have kind of always liked February in the sense that the small differences actual

https://www.agenda2030graduateschool.lu.se/sites/agenda2030graduateschool.lu.se/files/2025-02/A2030_monthly%20update_250210.pdf - 2026-05-29

E5 cec synthesis 05

List of scientific papers (peer-reviewed) scrutinized during the preparation of the synthesis Each article is assigned to at least one item in the three categories below. For some types of studies, e.g. reviews, observational or process studies, no item might be assigned in the third category, specifying the type of model applied. Subject of study: Atmospheric composition (ATC) – Bioenergy (BIE) –

https://www.cec.lu.se/sites/cec.lu.se/files/2020-11/e5_cec_synthesis_05.pdf - 2026-05-29