Sökning: "Stock return volatility"

Visar resultat 1 - 5 av 62 uppsatser innehållade orden Stock return volatility.

  1. 1. Forecasting High Yield Corporate Bond Industry Excess Return

    Master-uppsats, KTH/Matematisk statistik

    Författare :Carlos Junior Lopez Vydrin; [2018]
    Nyckelord :;

    Sammanfattning : In this thesis, we apply unsupervised and supervised statistical learning methods on the high-yield corporate bond market with the goal of predicting its future excess return. We analyse the excess return of industry based indices of high-yield corporate bonds belonging to the Chemical, Metals, Paper, Building Materials, Packaging, Telecom, and Electric Utility industry. LÄS MER

  2. 2. Financial Reporting for Contingent Convertibles in Banks: Liability or Equity?

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Osama Masri; Daniel Mörner; [2017-08-09]
    Nyckelord :Contingent Convertibles; CoCos; liability versus equity; IAS 32; Common Equity Risk; Stock return volatility; Basel III; Hybrid Financial Instruments;

    Sammanfattning : MSc in Accounting.... LÄS MER

  3. 3. Diversification benefits of investments in emerging markets - A Swedish perspective

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

    Författare :Gustav Berg; Pontus Zetterberg; [2017]
    Nyckelord :Emerging markets; Diversification; Risk; Portfolio Management;

    Sammanfattning : This paper evaluates the possibilities for Swedish investors to diversify their portfolios through investments in emerging market equities. Two different investor profiles are considered, where one seeks to minimize the risk in her portfolio and the other seeks to maximize her risk-adjusted return. LÄS MER

  4. 4. The Impact of Competition on Bank Risk Taking Under Negative Policy Rates

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

    Författare :William Hodik; Grim Sjöberg; [2017]
    Nyckelord :Competition; Negative policy rates; Financial stability; Bank risk taking; Policy rate transmission;

    Sammanfattning : We show that competition has a significant impact on the transmission of negative monetary policy rates via bank risk taking. By comparing stock returns for banks before and after the introduction of negative monetary policy rates, it is evident that high-deposit banks in highly competitive financial markets experienced the sharpest decline in net worth. LÄS MER

  5. 5. The Effect of Customer-base Diversification on Idiosyncratic Volatility

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Ronie Islam; Anton Törnblom; [2017]
    Nyckelord :Customer-base Concentration; Idiosyncratic Volatility; Diversification; Business and Economics;

    Sammanfattning : The study sets out the objective to investigate how a firm’s customer-base diversification affects its stock return idiosyncratic volatility. The research paper primarily focuses on the way that the distribution of sales impacts the firm specific risk that is unrelated to the risk of the market, and it does so through the use of both a geographical and an operating customer-base concentration measure. LÄS MER


Få ett mail när det kommer in nya uppsatser på ämnet Stock return volatility.

Din email-adress: