Sökning: "handelshögskolan stockholm risk"

Visar resultat 1 - 5 av 697 uppsatser innehållade orden handelshögskolan stockholm risk.

1. 1. Network Connectedness in Financial Markets

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

   Författare :Andrea Marcolini; [2024]
   Nyckelord :Systemic risk modeling; US REITs connectedness; S P 500 connectedness; Returns and realized volatilities prediction;

   Sammanfattning : This paper is a collection of two different theses discussing the prediction of the returns and volatilities of the S&P 500 constituents and of US Real Estate Investment Trusts (REITs) by analyzing their centrality within the financial market network. Both empirical works summarize the relevant financial and network literature, demonstrating how modeling stock connectedness within financial markets makes it possible to create returns and volatility predictors, improving investors' portfolio allocations and achieved investment Sharpe ratios. LÄS MER

3. 2. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets

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

   Författare :Oleksii Chepil; [2024]
   Nyckelord :value investing; quality investing;

   Sammanfattning : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. LÄS MER

4. 3. The language of risk: A quantitative study on the effects of presentation format in risk communication

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi

   Författare :Andreas Lidin; Daniel Mira; [2024]
   Nyckelord :Risk Communication; Numeracy; Presentation Format; Natural Frequencies;

   Sammanfattning : Consumers are faced with everyday decisions requiring understanding and interpretation of risks and probabilities. One area where the importance of good risk communication is particularly salient is in modern healthcare where shared medical decision making is a central feature. LÄS MER

5. 4. Unlocking complementary assets in digital security

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för företagande och ledning

   Författare :Kavya Shukla; [2024]
   Nyckelord :digital security; cybersecurity; complementary assets; dynamic capabilities;

   Sammanfattning : Due to increased risk of cyberattacks, digital security (DS, hereinafter) is one of the leading challenges facing organizations today. New ways of working and technologies such as agile and the cloud have accelerated security risks with profound implications. LÄS MER

7. 5. Evaluating probability weighting among lottery bond investors: an observational study on Cumulative Prospect Theory

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Anton Eriksson Nyberg; Olof de Blanche; [2024]
   Nyckelord :Cumulative Prospect Theory; CPT; observational study; field study; lottery bonds;

   Sammanfattning : Cumulative Prospect Theory is a leading descriptive theory of decisions under uncertainty, backed up by a plethora of experimental evidence. This paper is one of the first to apply it to observational data. Risk attitudes in the bond market have not been studied in a CPT framework. We fill this research gap. LÄS MER