Sökning: "Risk-loving"

Visar resultat 1 - 5 av 10 uppsatser innehållade ordet Risk-loving.

  1. 1. Decomposition of ETFs: Building a synthetic portfolio of ETFs major positions

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Donatas Gadlijauskas; Evelina Sarul; [2022]
    Nyckelord :ETF; Portfolio optimization; Sharpe ratio; VaR; GARCH; Business and Economics;

    Sammanfattning : This paper investigates the performance of benchmark indices and according ETFs against the synthetic portfolios that were built using the five major holdings of the selected benchmark index and its ETF. Not only do we test the synthetic portfolios, but from them, we make optimal (re-balanced) portfolios using mean-variance optimization (with short-selling constraints). LÄS MER

  3. 2. Våga satsa för att vinna : En kvantitativ studie om studenters finansiella risktolerans

    Kandidat-uppsats, Umeå universitet/Företagsekonomi

    Författare :Emelie Rantatalo; Maja Waneby Brink; [2022]
    Nyckelord :Finansiell risktolerans; risk; bestämningsfaktorer;

    Sammanfattning : Finansiell risktolerans är den risk en individ är villig att ta vid ekonomiska beslut. Detfinns de individer som är villiga att ta hög risk, så kallade risk loving, de som är riskneutral och de som inte är villiga att ta hög risk, så kallade risk averse. LÄS MER

  4. 3. Managing farm-centric risks in production at the flood-prone locations of Khyber Pakhtunkhwa, Pakistan

    Master-uppsats, SLU/Dept. of Economics

    Författare :Arifullah Arifullah; [2020]
    Nyckelord :agriculture; risk attitude; management strategies; risk perception; Khyber Pakhtunkhwa;

    Sammanfattning : The monsoon floods of 2010, 2011, and 2014 in Pakistan caused severe damage to crops, fisheries, forestry, livestock, and primary infrastructures, such as water channels, tube wells, houses, people, seed stocks, animal shelters, fertilizers and agricultural equipment/machinery. Floods are a major source of risk to agriculture in Pakistan and other countries in South Asia. LÄS MER

  5. 4. Randomized Quasi-Monte Carlo Simulations for Basket Option Pricing where underlying assets follow a Time-Changed Meixner Levy Process

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Gustav Säfwenberg; [2016]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : Using derivative securities can help investors increase their expected returns as well as minimize their exposure to risk. For a risk-averse investor, options can oer both insurance and leverage and for a more risk-loving investor they can be used as speculation. LÄS MER

  7. 5. Randomized Quasi-Monte Carlo Methods for Basket Option Pricing Where Underlying Assets Follow a Time-Changed Meixner Lévy Process

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Gustav Säfwenberg; [2016]
    Nyckelord :Basket options Randomized quasi-Monte Carlo Time-changed Lévy Process Meixner Distribution Fast Fourier Transform; Mathematics and Statistics;

    Sammanfattning : Using derivative securities can help investors increase their expected returns as well as minimize their exposure to risk. For a risk-averse investor, options can offer both insurance and leverage and for a more risk-loving investor they can be used as speculation. LÄS MER