Sökning: "stressed market conditions."

Visar resultat 1 - 5 av 14 uppsatser innehållade orden stressed market conditions..

  1. 1. CAViaR and Cross-sectional quantile regression models to assess risk in S&P500 sectors

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Vladyslava Bab’yak; [2023-06-29]
    Nyckelord :Value-at-Risk; CAViaR; cross-sectional quantile regression; ; risk;

    Sammanfattning : The aim of this thesis is to investigate the performance of different models used in risk management to identify and control risks that may negatively impact company operations due to unpredictable events. More specifically, the object of this paper is the discussion of a cross-sectional quantile regression model (CSQR) and the CAViaR model, which is a time series quantile regression model. LÄS MER

  3. 2. The Role of Literature in Character Education: On the Formation of the Modern 'Self' in Contemporary Liberal Schooling

    Master-uppsats, Malmö universitet/Institutionen för barndom, utbildning och samhälle (BUS)

    Författare :Svetlana Skripnik; [2022]
    Nyckelord :Character Education; literature; values; formation; Martha Nussbaum; capability approach; Allan Bloom; conservative theories; liberal theories; critical pedagogy; Post-Critical Pedagogy; civic virtue; citizenship; Love of the World.;

    Sammanfattning : With the liberalisation of the society and education in the Western Countries, new development horizons have emerged thus altering our expectations from the younger generation and our vision of human fulfilment and happiness. As Dewey stressed, the current advance of technology and democratic ways of life results in the unprecedented rate and speed of changes and ‘it is impossible to foretell definitely just what civilization will be twenty years from now. LÄS MER

  4. 3. Bullernivåer i hästtransporter

    Kandidat-uppsats, SLU/Dept. of Anatomy, Physiology and Biochemistry

    Författare :Linn Riddarhierta; Agnes Heinonen Persson; [2022]
    Nyckelord :Decibel; Buller; Häst; Stress; Transport; Väg; Hastighet;

    Sammanfattning : Att transportera hästar kan innehålla flera moment där hästen kan känna stress eller obehag, inte bara vid lastning utan även under körning. På grund av detta säljs många hästtransporter på dagens marknad med fokus på att erbjuda god åkkomfort för hästen, men det beskrivs dock sällan om eventuell testad ljudisolering för att minska bullernivåerna. LÄS MER

  5. 4. A comparison of pressurised cylinders in HIP systems using CFD and FEM

    Uppsats för yrkesexamina på avancerad nivå, Luleå tekniska universitet/Institutionen för teknikvetenskap och matematik

    Författare :Lisa Lindqvist; [2021]
    Nyckelord :Hot isostatic pressing; HIP; Pressure vessel; Monoblock; Axisymmetric; FSI;

    Sammanfattning : A hot isostatic press (HIP) is a system which utilises high temperatures and pressure in order to densifyand enhance the material properties of components in the aerospace, automotive and additive manufacturingindustries, to mention a few. Quintus is a world leading manufacturer of HIP systems, and this master’s thesiswork has been written in collaboration with them. LÄS MER

  7. 5. Illiquidity and Its Threats - A Study of the U.S. Corporate Bond Market

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Adam Löfquist; Erik Ottosson; [2021]
    Nyckelord :Liquidity; price dispersion; Hui-Heubel liquidity ratio; ILLIQ; TRACE; U.S. corporate bonds; Over-the-Counter market; regression analysis; return modelling; stressed market conditions.; Mathematics and Statistics;

    Sammanfattning : In recent times of market turmoil, liquidity risk has become a big talking point. As certain Swedish fixed income funds, which were advertised as safe investment options, closed for a few trading days in March of 2020 due to the extremely high stress on the market, questions about how illiquidity a↵ects risk and return were asked. LÄS MER