Sökning: "risk management finans"
Visar resultat 1 - 5 av 20 uppsatser innehållade orden risk management finans.
1. Structural Review and Performance Evaluation of Real Estate Tokens
Master-uppsats, KTH/Fastighetsekonomi och finansSammanfattning : This thesis study includes quantitative and qualitative research on real estate tokens, one of the leading security tokens. Security tokens, which are based on blockchain technology, are rapidly becoming widespread as new era investment products. Real estate tokens have long stood out as one of the most popular of these tokens. LÄS MER
2. Att som event överleva en pandemi och komma igen : Vad kan svenska arrangörer av kulturevenemang lära sig av COVID-19-pandemin?
Master-uppsats, Linköpings universitet/Projekt, innovationer och entreprenörskapSammanfattning : Evenemangen i Sverige drabbades finansiellt, varumärkesmässigt och motivationsmässigt negativt av pandemin. Främst var det på grund av de regleringar som behövde göras för att skydda folkhälsan men mycket berodde också på de osäkerheter och den avsaknad av information som fanns kring viruset. LÄS MER
3. Generating Extreme Value Distributions in Finance using Generative Adversarial Networks
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : This thesis aims to develop a new model for stress-testing financial portfolios using Extreme Value Theory (EVT) and General Adversarial Networks (GANs). The current practice of risk management relies on mathematical or historical models, such as Value-at-Risk and expected shortfall. LÄS MER
4. Volatility Forecasting using GARCH Processes with Exogenous Variables
Master-uppsats, KTH/Matematisk statistikSammanfattning : Volatility is a measure of the risk of an investment and plays an essential role in several areas of finance, including portfolio management and pricing of options. In this thesis, we have implemented and evaluated several so-called GARCH models for volatility prediction based on historical price series. LÄS MER
5. The reallocation of capital towards green investments : A study on the EU Taxonomy Regulations
Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : The purpose of this study is to investigate how the introduction of the EU Taxonomy for sustainable activities will affect investors capital allocation towards green investments, and how it will impact the financial market. This master thesis has been conducted with a qualitative approach and semi-structured interviews. LÄS MER