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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

Popular Abstract in English In May 1619, the Finnish astrologer Sigfridus Aronus Forsius (d. 1624) was examined by clerical authorities. In the verdict, astrology was rejected as a pagan craft, forbidden for any Christian. Yet still astrology was inseparable from the scholarly conception of the world. The principles of astral influence were more or less self-evident in physical theory and in medicThe purpose of this thesis is to analyse a displacement of the limits between allowable and illicit knowledge in the orthodox, Lutheran discourse of early modern Sweden. Focusing on the debate over astrology, exemplified in the works of Laurentius Paulinus Gothus (1565-1646) and Sigfridus Aronus Forsius (d. 1624), the thesis aims to challenge the view of how the Reformation, regarded as a prelimin

Computing systems are becoming more and more complex and powerful. It is nowadays even possible to run several server applications on the same platform, i.e., virtual servers. This has given rise to a need for resource reservation techniques so that tasks do not interfere with each other. This paper presents a scheduling environment that facilitates the possibility to create virtual CPUs and CPU-b

Over the last decades, Sino-African diplomatic relations have undergone various changes, corresponding with China’s strategic objectives in and with the respective countries. Under the Xi administration, China’s approach to diplomacy has focussed on the quest of becoming a major global power while, or rather through, upholding its traditional values. This paper seeks to analyse how the current dis

This study analyzes the influence techniques applied when hijacking an organizational crisis in order to construct a larger narrative about Sweden. By applying the concepts of narration, mythical speech and moral culture, the study investigates which narrative techniques are applied to generate engagement in disinformation narratives. This was done through conducting a qualitative content analysis

In December 2019, news came from China about a mysterious virus that infected people in the Chinese city of Wuhan. During the following weeks the disease spread further to a number of countries all over the world (DW 2019). The new disease turns out to be very dangerous and highly contagious. While the pandemic spread and people died disinformation started to spread in the media, social media, and

Research has identified the central role played by shame within a wide spectrum of public health issues including several common and serious threats to psychological and physical public health including depressions, dependency of substances, eating disorders, suicide, violence and sexual abuse. Shame has been described as “the master emotion of everyday life” but it is an emotional condition which

In light of the current process of regional integration prospering in the European Union, the Öresund region has become a dynamic geographical entity that in the most recent decades has experienced substantial increased growth in terms of economy, innovation, social activity and culture. Thus, the interest of this study lies in investigating a perspective of this integration process, namely the de

This thesis compares the wildfire evacuation simulation programme, WUI-NITY, against real-world data by analysing and comparing three wildfire events of the past. The wildfire events were all limited to be within the state of California and was further analysed based on the available quality of data derived of the chosen database. The goal with this thesis was to setup simulations based on the evi

Peatlands store substantial amounts of carbon and are vulnerable to climate change. We present a modified version of the Organising Carbon and Hydrology In Dynamic Ecosystems (ORCHIDEE) land surface model for simulating the hydrology, surface energy, and CO2 fluxes of peatlands on daily to annual timescales. The model includes a separate soil tile in each 0.5° grid cell, defined from a global peat