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Visar resultat 11 - 15 av 20 uppsatser som matchar ovanstående sökkriterier.

  1. 11. Dependence structure and risk spillovers between real estate and stock markets: An application of VMD based time-varying copula approach

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

    Författare :Ran Tao; Xin Yuan; [2018]
    Nyckelord :Time varying copula; Variational mode decomposition; Risk spillovers; CoVaR; delta CoVaR;

    Sammanfattning : In this thesis, we combine copulas with the variational mode decomposition (VMD) method to explore the dependence structure between real estate and stock market in three countries, namely China, U.S. and Australia. LÄS MER

  3. 12. A  smart beta investment strategy to make risk more transparent : A quantitative study as a contribute to lowering the systemic risk, without sacrifice of return.

    Kandidat-uppsats, Mittuniversitetet/Avdelningen för ekonomivetenskap och juridik

    Författare :Fredrik Kristoffersson; [2017]
    Nyckelord :Smart beta; smart beta strategy; portfolio strategy; risk transparency; indexing investing; CAPM; Stockholmsbörsen; systemic risk;

    Sammanfattning : This study have focused on the creation of a smart beta investment strategy to make risks in terms of beta for individual assets more transparent, and to explore if the constructed portfolios risk in terms of standard deviation significantly gets lower than for different benchmark indexes. The strategy could be used for investors who want to decrease their contribution to systemic risk, without sacrificing return. LÄS MER

  4. 13. Att förebygga CVK-relaterade infektioner - en litteraturstudie om sjuksköterskans åtgärder

    Kandidat-uppsats, Malmö högskola/Fakulteten för hälsa och samhälle (HS)

    Författare :Christina Björklund; Anna Fagring; [2016]
    Nyckelord :Central venkateter; Infektion; Vårdrelaterade infektioner; Förebygga; Sjuksköterska; Central venous catheter; Hospital acquired infections; Infection; Nurse; Prevention;

    Sammanfattning : Bakgrund: Centrala venkatetrar förekommer idag inte bara på intensivvårdsavdelningar utan har även blivit en vanlig företeelse på vårdavdelningar där allmänsjuksköterskan arbetar. Med CVK följer risker för infektioner, både lokala och systemiska. LÄS MER

  5. 14. A Study of the Systemic Risk in the Japanese Banking System - An application of the CoVaR method

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Qian Wu; [2015]
    Nyckelord :Japanese Banking System; Japan; Systemic risk; CoVaR; Business and Economics;

    Sammanfattning : CoVaR is one of the pioneering systemic risk measures proposed during the financial turmoil of 2008, introduced by Adrian and Brunnermeier (2008). It is based on the familiar risk measurement Value-at-Risk (VaR). LÄS MER

  7. 15. Measuring systemic risk in the Nordic countries - An application of CoVaR

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Dominika Krygier; [2014]
    Nyckelord :systemic risk; VaR; spillover effects; CoVaR; quantile regression; Business and Economics;

    Sammanfattning : Spillover effects and systemic risk contribution of institutions, as measured by their CoVaR and delta-CoVaR respectively, is one way of assessing risk both for an institution in isolation, as well as for regulators and the economy as a whole. CoVaR is the q%-VaR of an institution conditional on another institution already being at its q%-VaR level, whereas delta-CoVaR measures each institution’s marginal risk contribution. LÄS MER