Sökning: "Risk-return relation"

Visar resultat 6 - 10 av 14 uppsatser innehållade orden Risk-return relation.

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

    Kandidat-uppsats, 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

  3. 7. Risk and Return : A test of CAPM on the Swedish financials and industrials stock market before and after the financial crisis of 2008

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Vincent Khajador; Nina Valtchanov; [2014]
    Nyckelord :;

    Sammanfattning : In hindsight one can often learn a valuable lesson or two. Looking back at the financial crisis of 2008, perhaps more than two lessons can be learned. The grave chock that occurred on the financial markets at the end of 2008 left the whole world questioning what had caused it. LÄS MER

  4. 8. An Empirical Study of Value at Risk in the Chinese Stock Market

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Zibo Cheng; Dong Zhang; [2014]
    Nyckelord :the Chinese stock market; value at risk; Kupiec test; risk-return relationship; Business and Economics;

    Sammanfattning : Nowadays, value at risk (VaR) has developed into a standard indicator in the financial risk measuring field. The aim of this study is not only to measure the risk of the Chinese stock market using VaR methods, but also to value whether the downside risk is priced in the expected return in the market. LÄS MER

  5. 9. The Relationship between Changes in Cash Dividends and Volatility of Stock Returns : A study of the Swedish Stock Market

    Master-uppsats, Företagsekonomi

    Författare :Sandra Renberg; Cecilia Nylander; [2013]
    Nyckelord :dividend policy; dividend irrelevance theory; acency costs; signaling theory; volatility; risk-return; beta; cash dividends; bird-in-the-hand hypothesis; return volatility;

    Sammanfattning : The dividend policy and the distribution of cash dividend can be of interest to the investors from many angles. Consequently, many theories have been built on the relevance of dividend policy and there are several theories proposing that dividends increase shareholder value. LÄS MER

  7. 10. The Risk-Return Tradeoff in a Hedged, Client Driven Trading Portfolio

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

    Författare :Anders Bergvall; [2013]
    Nyckelord :DiVA; published; student thesis; Client driven trading; Risk-Return tradeoff; Delta-gamma Value-at-Risk; IMA; Backtesting;

    Sammanfattning : In post-financial crisis times, new legislation in combination with banks’ changed risk aversion has to a great extent changed the proprietary trading to client driven trading, i.e. market making or client facilitation. LÄS MER