Sökning: "Black Swan Events"

Visar resultat 1 - 5 av 10 uppsatser innehållade orden Black Swan Events.

1. 1. Changes in Organization Design Produced by Covid-19 from a Path-Dependence Perspective : A Case Study of a Medical Manufacturing Company

   Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

   Författare :Carolina Artavia Muñoz; [2023]
   Nyckelord :Organization Design; Black Swan Events; Path Dependence Theory; Jay Galbraith s Star Model; Covid-19; Medical Manufacturing Industry.; Organisationsdesign; svarta svan-händelser; stigberoende; Jay Galbraits Star Model; Covid-19; medicinsk tillverkningsindustri.;

   Sammanfattning : Covid-19 brought various challenges that the world that was not fully prepared to face since 2019. The pandemic came with both health and economic repercussions, and various organizations had to adapt their Organization Design to confront these new challenges posed by this Black Swan event. LÄS MER

3. 2. CAPM Beta and Geopolitical Risk

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Filip Ternemo; [2022]
   Nyckelord :Black Swan Investing; CAPM Beta; Excess Returns; Geopolitical Risk; Mean Reversion.; Business and Economics;

   Sammanfattning : Recent years, geopolitical risks have dominated the news feed for the financial markets. There have historically been some geopolitical events that have resulted in major declines in the stock market and such a market day can be classified as a geopolitical Black Swan. LÄS MER

4. 3. A Study of the Relationship Between Mean Reversion and a Black Swan Event

   Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Författare :Erik Makra; Felix Snaula; [2022]
   Nyckelord :Mean Reversion; Black Swan; Efficient Market Hypothesis; Behavioural Finance; Dickey-Fuller Unit Root Test;

   Sammanfattning : This study examines the relationship between mean reversion and a black swan event on the Swedish stock market. The data is taken from the Mid Cap and the Large Cap and then compared with the OMXS index. LÄS MER

5. 4. Scoping the field of Enterprise Risk Management - and implementing it at Kraftringen AB

   Master-uppsats, Lunds universitet/Riskhantering (CI)

   Författare :Karl-Oskar Davidsson; Lennart Falkman; [2021]
   Nyckelord :Enterprise risk management; ERM; holistic; communication; decision making; resilience; robustness; black swan; implementation; uncertainties; background knowledge; protective values; limitations; Technology and Engineering;

   Sammanfattning : Enterprise Risk Management is implemented in various sectors and context. What is really know about ERM and how has the concept progressed parallel to risk research in general? This master thesis investigates some general aspects of ERM and what specific aspects of risk management research is present in current scientific literature. LÄS MER

7. 5. Accuracy of Risk Measures For Black Swan Events

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Viktor Barry; [2021]
   Nyckelord :Black swans; value at risk; conditional value at risk; monte carlo simulation; financial mathematics; risk analysis; financial risk; Black Swan; value at risk; conditional value at risk; monte carlo-simulering; finansiell matematik; riskanalys; finansiell risk;

   Sammanfattning : This project aims to analyze the risk measures Value-at-Risk and Conditional-Value-at-Risk for three stock portfolios with the purpose of evaluating each method's accuracy in modelling Black Swan events. This is achieved by utilizing a parametric approach in the form of a modified (C)VaR with a Cornish-Fisher expansion, a historic approach with a time series spanning ten years and a Markov Monte Carlo simulation modeled with a Brownian motion. LÄS MER