Sökning: "volatility"

Visar resultat 1 - 5 av 817 uppsatser innehållade ordet volatility.

1. 1. Första-Fjärde AP-fonden: Riskjusterad avkastning och risk 2001-2017

   Kandidat-uppsats,

   Författare :David Eliasson; Simon Möller; [2018-07-11]
   Nyckelord : AP-fonderna ; Swedish Pension System; Pension funds; Risk-adjusted Return; Risk Analysis; Diversification; Sharpe Ratio; Fama-French three-factor model;

   Sammanfattning : The purpose of this study is to investigate whether the four Swedish public pension fundsAP1-4 contribute to the stability of the pension system by evaluating their mandate as formulated in the law. The thesis contributes to the existing literature regarding the Swedish pension system through an investigation of the performance and risk level of the funds during the period 2001-2017. LÄS MER

3. 2. The Impact of Leverage on Return-Volatility Relationship -An Empirical Study of the Nordic Equity Markets

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Jenny Ha Nguyen; [2018-07-04]
   Nyckelord :Risk-return relation; low volatility effect; leverage; volatility; Nordic stock market; Fama-French three factors;

   Sammanfattning : MSc in Finance.... LÄS MER

4. 3. Comparing methods for identifying G-SIBs in Europe

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Emil Johnsson; [2018-07-04]
   Nyckelord :Risk Analysis; Basel Accords; Financial Regulation; Simulation Modeling; Volatility Forecasting; Risk Assessment; Bank Regulation;

   Sammanfattning : MSc in Finance.... LÄS MER

5. 4. Predictability of return and volatility in Bitcoin markets

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Martin Eimer; Lina Karlsson; [2018-07-03]
   Nyckelord :Bitcoin; Price Manipulation; Abnormal Liquidity; Spoofing; Limit Order Book; High Frequency Trading;

   Sammanfattning : MSc in Finance.... LÄS MER

7. 5. DETERMINANTS OF ACCOUNTING CHOICE REGARDING LOCATION OF VOLATILITY: THE FVOCI OPTION - Early indications from the adoption of IFRS 9

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Erik Erlandsson; Mikael Gustafsson; [2018-07-02]
   Nyckelord :IFRS 9; accounting choice; equity investments not held for trade; FVOCI option; irrevocable; recycling; changes in fair value; salient volatility; leverage; job security; materiality; cash compensation;

   Sammanfattning : MSc in Accounting.... LÄS MER