Sökning: "Price Exposure"

Visar resultat 1 - 5 av 92 uppsatser innehållade orden Price Exposure.

  1. 1. The illiquidity exposure factor: An overlooked driver of mutual fund performance

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Jakob Häger; Tim Hansson; [2023-06-29]
    Nyckelord :Illiquidity; liquidity; mutual funds; fund performance; factor models; alpha;

    Sammanfattning : This paper examines if Swedish-focused mutual funds with more illiquid holdings produce higher alpha. By extending the classic Fama and French five-factor model, we pinpoint the effect of illiquidity in underlying holdings on mutual fund alpha generation through a two-step regression model with data between 2019-2022. LÄS MER

  3. 2. Does Brand Personality Beat Sustainability Claims?

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi

    Författare :Emilia Gottbrink-Müller; Jennifer Teurnberg; [2023]
    Nyckelord :Consumer preconceptions; Sustainability preconceptions; Brand image; Brand personality; Luxury;

    Sammanfattning : Sustainability has been an inevitable topic globally and its importance is not expected to decline in the near future. Lately, sustainable options have taken a bigger proportion of the market share within the fashion industry. LÄS MER

  4. 3. Rapid expansion of roof mounted PV systems in commercial facilities - How can they be insured?

    Master-uppsats, Lunds universitet/Riskhantering (CI); Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

    Författare :Erik Lindén; [2023]
    Nyckelord :PV system fires; PV component failures; PV regulations; future PV regulations; PV risk assessment; PV risk evaluation; PV insurance price; Technology and Engineering;

    Sammanfattning : PV system components that are exposed to unmanageable strain can be overheated, which subsequently results in a fire ignition. Common failure factors are poor component quality, mechanical exposure due to natural phenomena and poor craftmanship. The underlying problem is that PV regulations are lacking in quality or are non-existent. LÄS MER

  5. 4. Pricing and Modeling Heavy Tailed Reinsurance Treaties - A Pricing Application to Risk XL Contracts

    Master-uppsats, KTH/Matematisk statistik

    Författare :Ormia Abdullah Mohamad; Anna Westin; [2023]
    Nyckelord :Reinsurance; Extreme Value Theory; POT-model; Hill estimator; Risk XL contracts; Generalized Pareto distribution; Method of Moments.; Återförsäkring; Extremevärdesteori; POT-modellen; Hill estimatorn; Risk XL kontrakt; generella Paretofördelningen; Momentmetoden.;

    Sammanfattning : To estimate the risk of a loss occurring for insurance takers is a difficult task in the insurance industry. It is an even more difficult task to price the risk for reinsurance companies which insures the primary insurers. LÄS MER

  7. 5. The Risk Profile of the Federal Reserve's System Open Market Account Holdings of Domestic Treasury Securities and its Implications for United States Taxpayers

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

    Författare :Linnea Rimberg; Astrid Linder; [2023]
    Nyckelord :Risk; Federal Reserve; System Open Market Account Holdings; Domestic Treasury Securities; Interest rate;

    Sammanfattning : The composition of the System Open Market Account Holdings of Domestic Treasury Securities, along with its financial risks, may have implications for the funds transferred to the U.S. Treasury, potentially leading to higher taxes for American citizens. LÄS MER