Sökning: "Extreme Value Theory"

Visar resultat 16 - 20 av 93 uppsatser innehållade orden Extreme Value Theory.

  1. 16. Behovet att klimatanpassa privata fastigheter mot framtida skyfallsöversvämningar : Privata fastighetsägares reflektioner kring sina förmågor att skydda sin fastighet innan en översvämning sker

    Master-uppsats, Karlstads universitet/Institutionen för samhälls- och kulturvetenskap (from 2013)

    Författare :Eleonor Gullberg; [2022]
    Nyckelord :Protection Motivation Theory; individual perspective; pluvial floods; floods; climate adaption; Locus of Control; Protection Motivation Theory; individperspektiv; pluviala skyfall; översvämning; klimatanpassningar; Locus of Control;

    Sammanfattning : Bakgrund: Klimatförändringarnas effekter globalt som på lokal nivå, kan redan noteras. För skyfallsöversvämningar har det ökat och kommer öka än mer framöver. Olika sektorer i ett samhälle påverkas när en stad översvämmas, varav en stor grupp består av samhällets medborgare. LÄS MER

  3. 17. Fixed Income Securities as a Hedge against Equity Market Downside

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Timmie Bengtsson; [2022]
    Nyckelord :Fixed Income; Financial Markets; Hedge; Portfolio; Downside Risk; Value-at-Risk; Expected Shortfall; Extreme Value Theory; Kernel Density Estimation; Business and Economics;

    Sammanfattning : Investors are constantly searching for ways to protect their wealth, ideally without losing out on long-term returns. To achieve this, some investors choose to diversify their equity portfolios with fixed income assets, believing they can protect their portfolios from drawdowns. LÄS MER

  4. 18. RISK ESTIMATION FOR PERCEPTION FAILURES IN AUTOMATED DRIVING

    Master-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

    Författare :Love Nilsson; [2021-06-15]
    Nyckelord :;

    Sammanfattning : The failure of sensors to perceive the environment correctly is one of the primary sources of risk that needs to be quantified in the development of active safety features for autonomous vehicles. By extracting training data from the CARLA simulator, an object detector was trained to simulate a perception system of an autonomous vehicle. LÄS MER

  5. 19. Considering Tail Events in Hedge Fund Portfolio Optimization

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Josefin Bladh; Holm Greta; [2021]
    Nyckelord :Portfolio Optimization; Hedge Funds; Tail Events; Mean-CVaR;

    Sammanfattning : The Fourth Swedish National Pension Fund (AP4), as well as many other large investors, has noted deficiencies the Mean-Variance framework for portfolio management of asset with non-normal characteristics. The main problem apparent in the Mean-Variance framework, when investing in alternative assets such as hedge funds, is the lacking systematic control of the balance between the measurements of risk due normal variation and tail-risk. LÄS MER

  7. 20. The Performance of Stocks Earning Extreme Single-Day Returns: Evidence from Sweden

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Dominik Schleuss; Tavish Gantz; [2021]
    Nyckelord :MAX Effect; Extreme returns; Cross-section of returns; Lottery-like payoffs; Behavioral Finance;

    Sammanfattning : In 2011, Bali et al. presented evidence that stocks with extreme one and multi day-returns significantly underperform stocks with less extreme returns in the following month. They attributed this to investors exhibiting a preference for stocks with lottery-like payoffs. LÄS MER