Sökning: "financial assets."

Visar resultat 1 - 5 av 619 uppsatser innehållade orden financial assets..

  1. 1. Value relevance of fair value estimates - The impact of ownership structures and increased disclosures

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Sebastian Engsevi; Oscar Robért; [2019-08-08]
    Nyckelord :Fair value hierarchy; value relevance; ownership structure; ownership concentration; institutional ownership; accounting disclosures;

    Sammanfattning : MSc in Accounting and Financial Management.... LÄS MER

  2. 2. Skillnader mellan kvinnors och mäns riskaversion samt dess påverkan på riskjusterad avkastning - En studie utförd på Avanzas kunder


    Författare :Elinor Hallkvist; Oliva Larsson; [2019-07-09]
    Nyckelord :Risk Aversion; Risk-adjusted Return; Beta; Diversification; Fama and French three-factor Model; Carhart four-factor model;

    Sammanfattning : The purpose of this thesis is to study if there are differences in terms of risk and risk adjusted-return on two fictitious portfolios constructed for female and male investors. The thesis investigates the Swedish market during the period 2018-04-08 to 2019-04-08. LÄS MER

  3. 3. Optimal financial resources for Central Counterparties: Introducing default dependence of clearing members: a mixed binomial approach

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Leonardo Di Geronimo; [2019-07-02]
    Nyckelord :Central Counterparties; Risk Management; Merton Model; Mixed Binomial Model; Merton Mixed Binomial Model; Initial Margin; Default Fund;

    Sammanfattning : MSc in Finance.... LÄS MER

  4. 4. Capital Structure in Financial Distress: A Comprehensive Study across Industries and Borders

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Oleksandr Baranov; Henrik Hedencrona; [2019-07-02]
    Nyckelord :Capital Structure; Leverage; Financial Recession; Financial Distress; Tangible Assets; Market-to-Book; Sales; Protability; International Comparisons; Industrial Comparisons;

    Sammanfattning : MSc in Finance.... LÄS MER

  5. 5. Volatility forecasting using the GARCH framework on the OMXS30 and MIB30 stock indices

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Peter Johansson; [2019-01-22]
    Nyckelord :Volatility forecasting; Random Walk; Moving Average; Exponentially Weighted Moving Average; GARCH; EGARCH; GJR-GARCH; APGARCH; volatility model valuation; regression; information criterion;

    Sammanfattning : There are many models on the market that claim to predict changes in financial assets as stocks on the Stockholm stock exchange (OMXS30) and the Milano stock exchange index (MIB30). Which of these models gives the best forecasts for further risk management purposes for the period 31st of October 2003 to 30th of December 2008? Is the GARCH framework more successful in forecasting volatility than more simple models as the Random Walk, Moving Average or the Exponentially Weighted Moving Average?The purpose of this study is to find and investigate different volatility forecasting models and especially GARCH models that have been developed during the years. LÄS MER