Sökning: "risk metric"

Visar resultat 1 - 5 av 60 uppsatser innehållade orden risk metric.

  1. 1. Flight to climate: liquidity commonality in brown equities

    Master-uppsats, Stockholms universitet/Företagsekonomiska institutionen

    Författare :Haiping Yu; [2023]
    Nyckelord :ESG; ESG Investing; Climate investing; Liquidity Commonality; Systematic Liquidity Risk;

    Sammanfattning : Emerging ESG studies have established a negative equilibrium correlation between ESG factors and stock returns in an economy predominately influenced by investors with nonpecuniary preference over high ESG credentials. However, little research has delved into a potential systematic liquidity risk phenomenon associated with aggregate trading activities of ESG-motivated investors who share a common nonzero ESG preference component in their utility function. LÄS MER

  3. 2. Predicting the Unpredictable – Using Language Models to Assess Literary Quality

    Master-uppsats, Uppsala universitet/Institutionen för lingvistik och filologi

    Författare :Yaru Wu; [2023]
    Nyckelord :perplexity; variance; unpredictability; homogeneity; generative pre-trained models; text generation; literary quality;

    Sammanfattning : People read for various purposes like learning specific skills, acquiring foreign languages, and enjoying the pure reading experience, etc. This kind of pure enjoyment may credit to many aspects, such as the aesthetics of languages, the beauty of rhyme, and the entertainment of being surprised by what will happen next, the last of which is typically featured in fictional narratives and is also the main topic of this project. LÄS MER

  4. 3. Hållbarhet och systematisk risk : En kvantitativ studie om ESG och betavärde ur ett europeiskt och amerikanskt perspektiv

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Niklas Lönn; Lovisa Veenstra; [2023]
    Nyckelord :sustainable investments; systematic risk; investments; ESG; environmental; social; governance and geographical differences; hållbara investeringar; systematisk risk; investering; ESG; miljö; socialt ansvar; bolagsstyrning; regionala skillnader;

    Sammanfattning : Trenden med hållbara investeringar har vuxit sig starkare och intressenter ställer krav på etiskt företagande och söker möjligheter till hållbara investeringar. Fenomenet ESG, miljö (E), sociala aspekter (S) och bolagsstyrning (G), är ett av få medel som bedömer och jämför hållbart företagande. LÄS MER

  5. 4. A Transformer-Based Scoring Approach for Startup Success Prediction : Utilizing Deep Learning Architectures and Multivariate Time Series Classification to Predict Successful Companies

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Gustaf Halvardsson; [2023]
    Nyckelord :Machine learning; Time Series Classification; Transformers; Gated Recurrent Unit; Venture Capital; Maskininlärning; tidsseriesklassifiering; Transformer; Gated Recurrent Unit; riskkapital;

    Sammanfattning : The Transformer, an attention-based deep learning architecture, has shown promising capabilities in both Natural Language Processing and Computer Vision. Recently, it has also been applied to time series classification, which has traditionally used statistical methods or the Gated Recurrent Unit (GRU). LÄS MER

  7. 5. Beyond profits: An analysis of the relationship between ESG and bankruptcy risk

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :William Nilsson; Johan Wallin; [2023]
    Nyckelord :;

    Sammanfattning : ESG scores are now regarded as an established measure of sustainability performance. Concerning ESG scores, the Nordic countries, namely Denmark, Finland, Norway, and Sweden currently occupy the top four positions globally. LÄS MER