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We observe that, while predicting returns remain difficult and uncertain, volatility exhibit more persistence and predictability due to well-known patterns such as volatility clustering (Mandelbrot, 1967). We test whether short-horizon volatility forecasts can be used to time leverage in a passive index strategy so as to mitigate the growth penalty from volatility drag in leveraged exchange-traded
This paper is a comparative study of different approaches to using a Discrete Time Micro-structure model. By using the three filtering techniques Extended Kalman, Unscented Kalman and Bootstrap Particle, the hidden variables; excess demand and market liquidity, were estimated and used in an asset allocation strategy that invested in the asset when the excess demand as estimated as positive, due to
Energy cooperation is generally considered to be a solid base for further relational development between Europe and Russia due to the long history of this cooperation and the integrative nature of energy. Still, cooperative success has been modest despite that it is most likely to occur within this field. Hence, the main aim here is to find out why. Due to the empirical nature of research on the E
Protokoll fört vid årsstämma i LU Holding AB, org.nr 556500-1467, den 24 juni 2024 i Lund Närvarande aktieägare Antal aktier Antal röster Lunds universitet genom Erik Renström 100 __________ 100 __________ Summa 100 100 Dessutom var Kristina Eneroth och Christine Widstrand närvarande. § 1 Ordförande Stämman öppnades av Erik Renström som valdes till ordförande vid stämman. Noterades att ordföranden
New publication on merging virtual reality-based eye-tracking with geographic information systems! New publication on merging virtual reality-based eye-tracking with geographic information systems! Published 23 September 2024 A groundbreaking study by Danilo Marco Campanaro and Giacomo Landeschi in the American Journal of Archaeology leverages virtual reality eye-tracking and GIS to explore how Ro
Specialdesignat protein slår mot flera olika bakterier – Vetenskap och Hälsa Hoppa till innehåll Vetenskap och hälsa Populärvetenskapligt om medicinsk forskning i Skåne Teman Podd Tidskrift Prenumerera Om webbplatsen Kontakt Sök Sök Specialdesignat protein slår mot flera olika bakterier 2017-12-14 ⚠️ Den här artikeln är mer än 5 år gammal. Nya forskningsrön kan ha tillkommit. Foto: Bill Branson, W
https://www.vetenskaphalsa.se/specialdesignat-protein-slar-mot-flera-olika-bakterier/ - 2026-07-05
Application submission for 2026 is now closed. Next round of applications expected in February 2027. Since 2015 the Faculty of Law, Lund University, is a member of the Pan-European Seal. This is a comprehensive IP programme aimed at bridging academia and IP labour market and promoted by two of the world’s largest IP offices – The European Union Intellectual Property Office (EUIPO) and The European
https://www.law.lu.se/external-engagement/pan-european-seal-programme - 2026-07-05
Prefekten informerar • Medarbetarfronten. Fakultetsstyrelsen beslutade 8/6 att anta Lisa Wallander som docent i socialt arbete. Stort grat- tis! Sofie Magnusson kommer fr.o.m. i höst tillsammans med Mats arbeta med våra ekonomiska frågor. Lotti lämnar oss för Malmö högskola. Lämnar oss gör också Marlise. Stort tack för era insatser och ett stort lycka till framöver! • Löneramen i årets (2017) löne
https://www.soch.lu.se/internt/sites/soch.lu.se.internt/files/soch-infoblad-2017-06-19.pdf - 2026-07-06
SGEA10:4 Schedule Department o f Human Geography SGEA20/motsv. SAMHÄLLSGEOGRAFI GRUNDKURS, DLK 4 Economic Geography I SCHEDULE, VT 2018 Day Time Topic Lecturer Room Wed 25/4 13-14 Introduction to Economic Geography JR Rio Wed 2/5 13-15 Traditional Location Theory I TH Rio Thur 3/5 13-15 Traditional Location Theory II TH Rio Mon 7/5 10-12 The Modeling Tradition I TH Flygeln Tue 8/5 13-15 The Modeli
https://www.keg.lu.se/sites/keg.lu.se/files/sgea20_4_schedule_vt18.pdf - 2026-07-06
We measure and analyze discriminatory behavior against same-sex couples trying to rent an apartment in Portugal and pay special attention to the role of religiosity. This is the first correspondence field experiment investigating discrimination against this minority group in Portugal, and the first one to highlight religion as a factor of importance. In our experiment, four type of applicants vary
This study describes the outcome of patients receiving haematopoietic stem cell transplantation (HSCT) to treat severe refractory autoimmune cytopenia. The registry of the European Group of Blood and Marrow Transplantation holds data on 36 patients receiving 38 transplants, the first transplant was autologous for 27 and allogeneic for nine patients. Patients had autoimmune haemolytic anaemia (auto
A sample of 107 asset sales completed globally from October 2006 to January 2019 has been investigated to find the average discount at which the assets of distressed energy companies are liquidated. In the next step, the difference in difference approach has been used to explore the oil price crash in the fourth quarter of 2014 so as to find the difference in the average discount on the assets of
STRATEGISK MILJÖUTVECKLING (MVET11) MILJÖVETENSKAP Kurs: MVET11 Kursansvarig: Bernadett Kiss; Julia Nussholz Lärare: Bernadett Kiss (BK), Julia Nussholz (JN), Lucie Zvolska (LZ), Jagdeep Singh (JS), Margaret Samahita (MS), Peter Arnfalk (PA), Sofie Sandin (SS), Leonidas Milios (LM), Jenny Palm (JP), Kevin Carnes (KC) Lokaler: Raggmossan Litteratur: https://docs.google.com/document/d/1RgXzmTV46HMOg
https://www.cec.lu.se/sv/sites/cec.lu.se.sv/files/schema_mvet11_180907.pdf - 2026-07-06
Vaccine Nationalism: Why the monopolization of vaccines delays the eradication of the Covid-19 pandemic - The Raoul Wallenberg Institute of Human Rights and Humanitarian Law Skip to content Search for: Search Button Home About Us Who We Are Our History About Raoul Wallenberg Our Theory of Change Staff Opportunities Annual Reports Whistleblower Our work What we do Multi-Disciplinary Research Higher
PhD research project: “Plastic Extension of Music”PhD supervisors: Kent Olofsson (main supervisor), Karin Johansson (second supervisor), Jan Eric Olsén (co-supervisor)Institution: Malmö Academy of MusicPeriod: September 2020 – May 2025I really enjoy working at IAC, the space and facilities are simply amazing, but that would be meaningless if there wasn’t a great staff working inside; a team that i
https://www.iac.lu.se/research/doctoral-students/bertrand-chavarria-aldrete - 2026-07-05
24 to 28 January 2024 Public work-sharingVernissage: 24 January, 14:00 to 18:00Opening hours: 25 & 26 January, 13:00–16:00, 27 & 28 January, 12:00–16:00Location: Black RoomSharing session: 25 January, at 15:00Location: VR/Sound LabVideo installation, 2024. Location: Black RoomNo copies of Soleil-Journal are known to have survived, pointing to a (hi)story without evidence and a production without r
https://www.iac.lu.se/soleil-journal-mariella-otto - 2026-07-05
Lunds universitets utbildningsdatabas Lubas är Lunds universitets utbildningsdatabas. Systemet består av två olika delar: en för utbud och kursplaner och en för utbildningsplaner. Utbudsdelen i Lubas I utbudsdelen samlas information om samtliga kurser och program som ges vid Lunds universitet. Informationen används i utbildningspresentationerna på lu.se. Uppgifterna skickas också vidare till bland
www.lucsus.lu.se LUCSUS research seminar series feature invited guests and LUCSUS researchers working with societal change and transformations for sustainability. For updates and forthcoming seminars visit www.lucsus.lu.se Address: Wrangel, room 117, Biskopsgatan 5, Lund No registration required. SPRING PROGRAMME 2020 #1 9 JANUARY; 10:15 – 11:15, Wrangel 117 Linking Climate Change Adaptation and M
https://www.lucsus.lu.se/sites/lucsus.lu.se/files/lucsus_seminars_2020_1_jan-april.pdf - 2026-07-06
This thesis has two main objectives related to trading foreign currencies. First, it is investigated how the customer order ow of Nordea is related to currency price changes. Second, the goal is to nd a new way of grouping customers that can give additional insights in the trading behaviour of dierent customers. The study uses order ow data which consists of spot and forward transactions made in
(former Make Sound Residency) A RESIDENCY FOR NEW SOUND BASED ART Inter Arts Center (IAC) and the Danish Composers’ Society offer a residency programme at IAC for Danish composers and sound based artists who work with experimental music and/or sound based art. This Swedish-Danish collaboration is aimed at practitioners focused on artistic or scientific development through sonic and musical experim
https://www.iac.lu.se/collaborations/more-sound-residency - 2026-07-05
