6 resultados para Dispersion (waves)


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River Flow, Vol. 2

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Journal of Hydraulic Engineering, Vol. 135, No. 11, November 1, 2009

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Dissertação apresentada para obtenção do Grau de Doutor em Engenharia do Ambiente, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

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Dissertação de Mestrado em Estudos Literários Comparados

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Dispersion of returns has gained a lot of attention as a measure to distinguish good and bad investment opportunities time. In the following dissertation, the cross-sectional returns volatility is analyzed over a fifteen year period across the S&P100 Index composition. The main inference drawn from the data sample is that the canonical measure of dispersion is highly macro-risk driven and therefore more biased towards returns volatility rather than its correlation component.