Sökning: "risk indexing"
Hittade 3 uppsatser innehållade orden risk indexing.
- Master-uppsats, Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet
Sammanfattning : Urban fires, particularly in informal settlements in rapidly urbanizing cities in the developing world, are an “everyday disaster” that oftentimes goes unnoticed or under-served in the face of disturbances of the more “lethal reputation”. These disturbances of normal existence are arguably the most debilitating to vulnerable communities and sustainable development, and yet get little attention in disaster literature or in practice. LÄS MER
2. 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
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
3. Can algorithmic trading beat the market? : An experiment with S&P 500, FTSE 100, OMX Stockholm 30 IndexMagister-uppsats, Högskolan i Jönköping/IHH, Economics, Finance and StatisticsHögskolan i Jönköping/IHH, Nationalekonomi
Sammanfattning : The research at hand aims to define effectiveness of algorithmic trading, comparing with different benchmarks represented by several types of indexes. How big returns can be gotten by algorithmic trading, taking into account the costs of informational and trading infrastructure needed for robot trading implementation?To get the result, it’s necessary to compare two opposite trading strategies:1) Algorithmic trading (implemented by high-frequency trading robot (based on statistic arbitrage strategy) and trend-following trading robot (based on the indicator Exponential Moving Average with the Variable Factor of Smoothing))2) Index investing strategy (classical index strategies “buy and hold”, implemented by four different types of indexes: Capitalization weight index, Fundamental indexing, Equal-weighted indexing, Risk-based indexation/minimal variance). LÄS MER