Sökning: "Total volatility"
Visar resultat 16 - 20 av 92 uppsatser innehållade orden Total volatility.
16. Volatility forecasting on global stock market indices : Evaluation and comparison of GARCH-family models forecasting performance
Master-uppsats, Umeå universitet/NationalekonomiSammanfattning : Volatility is arguably one of the most important measures in financial economics since it is often used as a rough measure of the total risk of financial assets. Many volatility models have been developed to model the process, where the GARCH-family models capture several characteristics that are observed in financial data. LÄS MER
17. Strategies for mitigating foreign exchange risk
Master-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Foreign exchange risk management is important for multinational companies since changes in exchange rates can have significant effects on financial results. Following their extensive international operations, Thule Group is one such organization. LÄS MER
18. The Black-Litterman Asset Allocation Model - An Empirical Analysis of Its Practical Use
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : Modern portfolio theory has its attractive characteristics of promoting diversification in a portfolio and can be seen as an easy alternative for setting optimal weights for portfolio managers. Furthermore, as portfolio managers try to beat a defined benchmark for their portfolio the Black-Litterman model allows them to include their own prospects on the future return of markets and securities. LÄS MER
19. Volatility Forecasting Performance : An evaluation of GARCH-class models
Master-uppsats, Umeå universitet/NationalekonomiSammanfattning : Volatility is considered among the most vital concepts of the financial market and is frequently used as a rough measure of the total risk of financial assets. Volatility is however not directly observable in practice; it must be estimated. The procedure in estimating and modeling volatility can be performed in numerous ways. LÄS MER
20. Boost your spare parts supply - A case study on cooperation terms in the spare parts supply chain focused on the supplier-buyer dyad
Master-uppsats, Lunds universitet/Teknisk logistikSammanfattning : Purchasing has become an increasingly important function in manufacturing companies, as it accounts for a large extent of total spending and influences a company's competitive position. It is relevant for Tetra Pak, a global manufacturer of packaging and processing solutions, active since the 1950s. Tetra Pak has over 100. LÄS MER
