Sökning: "extreme returns"
Visar resultat 1 - 5 av 79 uppsatser innehållade orden extreme returns.
1. Do two heads think better than one? Risk Differences in Gender and Team vs. Single Managed Mutual Equity Funds in Sweden
Kandidat-uppsats,Sammanfattning : This empirical study examines whether team or single-managed mutual equity funds in the Swedish fund market are more risk-prone conditionally on the management structure during the last five years (2018-2022). Additionally, the gender of each fund manager is analyzed in order to find answers regarding gender's risk approach in investment decisions. LÄS MER
2. Forecasting Volatility of Electricity Intraday Log Returns with Generalized Autoregressive Score Models
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : We forecast volatility of electricity intraday log returns with Generalized Autoregressive Score (GAS) models. We extend our GAS models with variables representing the difference between the public’s expectation of weather and energy load and the actual outcome using a restricted ARMA(4,4) model. LÄS MER
3. The Missing Ingredient: How to improve value investing in the information age
D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : This thesis aims to inform a value investing strategy in specific niches of European firms by adjusting the book-to-market (B/M) ratio for intangible assets. An increase in intangible assets' importance for corporate value creation coupled with a lack of amendments to their accounting treatment has led to debates on the value relevance and accuracy of accounting information, including the B/M ratio used to derive value premiums. LÄS MER
4. Returning fashion items has never been easier : A qualitative multiple case study regarding the challenge of designing a return policy that benefits the consumer, the corporation and the environment
Kandidat-uppsats, Linnéuniversitetet/Institutionen för management (MAN)Sammanfattning : An escalating concern about the environment amongst the general population, businesses trying to make their way forward on the hunt for market shares and profitability, and customers that nowadays are used to extreme flexibility in their purchase and return process due to the immense growth of e-commerce. These observations can all be considered facts, but do they correlate with each other when a customer tries on a pair of pants and decides to return them to the retailer? The purpose and reason for why this thesis was conducted was to gain an understanding of how fashion e-tailers in Sweden balance the needs of consumers, company finances and environmental concerns when designing their return policy. LÄS MER
5. Copula approach to fitting bivariate time series
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : We apply the GARCH-copula method to estimate Value at Risk (VaR) for European and Stockholm stock indices. First, marginal distributions are estimated by the ARMA-GARCH model with normal, Student-t, and skewed t distributions. LÄS MER
