Sökning: "FTSE-100"
Visar resultat 1 - 5 av 20 uppsatser innehållade ordet FTSE-100.
1. Audit scope: disclosure practice and implications on audit pricing and audit delay
D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : Using a sample of FTSE 100 firms spanning from 2019 to 2022, this study documents auditors' audit scope disclosure in practice after the introduction of revised auditing standards related to auditors' report in the UK. We provide evidence on actual disclosure of audit components and audit coverage benchmarks used. LÄS MER
2. A study of forecasts in Financial Time Series using Machine Learning methods
Master-uppsats, Linköpings universitet/Statistik och maskininlärningSammanfattning : Forecasting financial time series is one of the most challenging problems in economics and business. Markets are highly complex due to non-linear factors in data and uncertainty. It moves up and down without any pattern. LÄS MER
3. Hedgefonder under marknadsoro
Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : Abstract Title Hedge funds during market instability - An investment alternative for the risk-averse investor? Seminar date 2020-06-04 Course FEKH89, Bachelor's Degree Project in Finance, 15 ECTS Authors Laban Blosse, Gordon Molander Advisor Maria Gårdängen Key words Return, Risk, Hedge Fund, Recession, Risk-averse Purpose The purpose of the study is to investigate and analyze from an investor’s perspective how hedge funds have performed in comparison with market index during the period of 2007-2016, with weight in the decline phase. This is to simplify the decision-making process for the risk-averse investor. LÄS MER
4. Multivariate Risk: From Univariate to High-Dimensional Graphical Models
Magister-uppsats, Lunds universitet/Statistiska institutionenSammanfattning : We present a comparison of different univariate and multivariate extreme value risk models. Our focus is on exploring how these can be used to model financial risk. We use simulated as well as real data and compare deterministic and cross-validation threshold selection methods for the GP model to a GEV model. LÄS MER
5. Value at Risk and Expected Shortfall risk measures using Extreme Value Theory
Magister-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : Calculating risk measures as Value at Risk (VaR) and Expected Shortfall (ES) has become popular for institutions and agents in financial markets. A main drawback with these risk measures is that they traditionally assume a specific distribution, as the Normal distribution or the Student’s t distribution. LÄS MER