Sökning: "Time-Varying Risk"
Visar resultat 1 - 5 av 57 uppsatser innehållade orden Time-Varying Risk.
1. Beyond Profits: Exploring the Investment Styles and Risk-Adjusted Returns of ESG-Driven Portfolios
Kandidat-uppsats,Sammanfattning : This study uses daily data to examine how different ESG implementations affect performance and portfolio characteristics. With a non-homogenous view of how ESG investing is defined, ten different value-weighted portfolios are constructed. The geographical focus is the US market, with the S&P 500 total return index (SPXTR) as the screening universe. LÄS MER
2. Financing the Nordic Energy Transition: An Empirical Analysis of Leverage, Pricing and Return Expectations in Renewable Energy Transactions
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This study examines whether leverage and pricing in transactions of renewable energy infrastructure assets are impacted by the same factors that have been found to determine financial structures in buyout transactions. It primarily draws on a proprietary data set of 261 wind and solar photovoltaic (PV) transactions in the Nordics between 2011 and 2023 and explores the effect of acquirer-, asset-, and industry-specific characteristics as well as time-varying variables on leverage, pricing and return expectations. LÄS MER
3. Value investing and the interpretation of performance and risk
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Historically, value investing strategies have been generally accepted by scholars to generate returns significantly above the market. However, if the risk-adjusted returns of these strategies are above the market remains an intense debate. LÄS MER
4. Estimating the Market Risk Exposure through a Factor Model with Random Effects
Master-uppsats, Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakultetenSammanfattning : In this thesis, we set out to model the market risk exposure for 251 stocks in the S&P 500 index, during a ten-year period between 2011-04-30 and 2021-03-31. The study brings to light a model not often mentioned in the scientific literature focused on market risk estimation, the linear mixed model. LÄS MER
5. Validering av Ecolego för modellering i enlighet med PSA nivå 3 : Beräkning av markdeposition av radionuklider vid fiktiv svår härdskada vid Forsmarks kärnkraftverk
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Tillämpad kärnfysikSammanfattning : The scope of this project is to investigate if the software Ecolego is suitable for creating models in accordance with level 3 PSA, with the goal of creating a model calculating the possible outcomes for the radiological impact at 20 km distance resulting from a fictional severe nuclear accident at the Forsmark Nuclear Power Plant. This report aims to answer the questions “What is the concentration on the ground (kBq/m2), at a distance of 20 km, 30 days and 10 years after the fictional severe nuclear accident, with and without filtered venting” and “Is Ecolego a suitable software for level 3 PSA models?” The source term for the fictional severe nuclear accident is made to resemble the actual source term from the Fukushima Daiichi accident including the radionuclides Cs-134, Cs-136, Cs-137, I-131, I-132, I-133 and Te-132. LÄS MER
