Sökning: "Risk-return relation"

Visar resultat 1 - 5 av 13 uppsatser innehållade orden Risk-return relation.

  1. 1. 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

  2. 2. Financial Volatility and the Leverage Effect on the Swedish Stock Exchange

    Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.); KTH/Industriell ekonomi och organisation (Inst.)

    Författare :Thelma Björklund; Hedvig Jonsson; [2018]
    Nyckelord :Volatility; Leverage!effect; Risk; Return; Clustering; Modiglian !and Miller; EGARCH; Capital!structure;

    Sammanfattning : In today’s financial markets, volatility is a fundamental concept in regards of the risk assessment of assets and instruments. Financial volatility is commonly used to measure the quantitative aspects of risk and is given a significant amount of attention in past literature and research. LÄS MER

  3. 3. Bitcoin: The New Digital Gold?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Kathery Angelica Razo Mendoza; [2018]
    Nyckelord :Bitcoin; Gold; Digital Gold; Minimum Variance Portfolio; Tangency Portfolio; In-sample and out-sample portfolios.; Business and Economics;

    Sammanfattning : Bitcoin has become a mainstream in the financial world. It has several similarities with Gold as low correlation with stocks, inflation hedge, government decentralization and the no currency attachment. Therefore, the name of the new “Digital Gold”. This study compares Gold and Bitcoin, offered as an alternatives financial assets. LÄS MER

  4. 4. Financial Volatility and the Leverage Effect : A study of the Swedish Stock Exchange

    Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.); KTH/Industriell ekonomi och organisation (Inst.)

    Författare :Thelma Björklund; Hedvig Jonsson; [2018]
    Nyckelord :;

    Sammanfattning : In today’s financial markets, volatility is a fundamental concept in regards of the risk assessmentof assets and instruments. Financial volatility is commonly used to measure the quantitativeaspects of risk and is given a significant amount of attention in past literature and research. LÄS MER

  5. 5. Etisk fondinvestering : En undersökning hur påverkansfaktorer skiljer sig åt inom socio-demografiska grupper

    Kandidat-uppsats, Blekinge Tekniska Högskola/Institutionen för industriell ekonomi; Blekinge Tekniska Högskola/Institutionen för industriell ekonomi; Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Författare :Andreas Isaksson; Jasmine Damfeldt; Rebecca Samuelsson; [2015]
    Nyckelord :sri; Socially responsible investment; mutual fund; investment behaviour; Etisk fondinvestering; etik; fond; investering; investeringsbeteende; etisk fond;

    Sammanfattning : Purpose:The purpose of this thesis is to develop an understanding for how risk, return and ethicalaspects affect the decision to invest in an ethical fund. Specifically is the aim of the thesis todevelop a perception if socio-demographical differences regarding gender, age and education canexplain the propensity to invest in ethical funds. LÄS MER