Sökning: "Daniel Bull"

Hittade 3 uppsatser innehållade orden Daniel Bull.

  1. 1. Value at Risk Estimation with Neural Networks: A Recurrent Mixture Density Approach

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :William Karlsson Lille; Daniel Saphir; [2021]
    Nyckelord :Machine learning; Neural networks; LSTM; MDN; Mixture density; Value at Risk; VaR; Risk; Financial mathematics; Finance; Maskininlärning; Neurala nätverk; LSTM; MDN; Mixture Density; Value at Risk; VaR; Risk; Finansiell matematik; Finans;

    Sammanfattning : In response to financial crises and opaque practices, governmental entities and financial regulatory bodies have implemented several pieces of legislature and directives meant to protect investors and increase transparency. Such regulations often impose strict liquidity requirements and robust estimations of the risk borne by a financial firm at any given time. LÄS MER

  3. 2. Currency Carry Trades - Prudent Investments or Just a Lottery?

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Daniel Kunz; Jussi Korhonen; [2009]
    Nyckelord :Currency carry trade; return on carry; uncovered interest parity; risk-adjusted performance measure; Management of enterprises; Företagsledning; management; Business and Economics;

    Sammanfattning : Objectives: The objective of this study is to find out whether currency carry trades are prudent investments or a pure lottery. To consider currency carry trades as a prudent investment strategy they have to fulfill at least one of the following two criteria • The risk-adjusted performance of currency-carry trades should match or outperform the risk-adjusted performance of the equity indices. LÄS MER

  4. 3. Evaluation of Fund Manager Performance: An empirical study of Sweden funds between 2001 and 2005

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

    Författare :Johan Peterson; Daniel Berglund; [2006]
    Nyckelord :fund; performance; bull; bear; strategic;

    Sammanfattning : In this paper we aim to investigate 40 Sweden funds between the years 2001–2005, which constitute 12.6% of the total Swedish stock fund value on 31/12/2001 (Sweden funds and other stock funds). LÄS MER