6 resultados para atomic dispersion


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Review of scientific instruments, Vol.72, Nº9

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Dissertation for the degree of Doctor of Philosophy in Physics

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A Thesis submitted for the co-tutelle degree of Doctor in Physics at Universidade Nova de Lisboa and Université Pierre et Marie Curie

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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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Dissertation to obtain a Master degree in Biotechnology

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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.