Sökning: "volatility"

Visar resultat 1 - 5 av 987 uppsatser innehållade ordet volatility.

  1. 1. A SCENARIO ANALYSIS OF PLATINUM GROUP METALS WITHIN THE TRUCKING INDUSTRY

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Sara Arnhjort; Karin Rundqvist; [2020-07-22]
    Nyckelord :Trucking industry; Platinum group metals; PGM; Scenario planning; PGM within trucking industry;

    Sammanfattning : Platinum Group Metals (PGM) are important components within the automotive industry, used for cleaning vehicles toxic gas emissions. An increasing demand of these metals have been observed, and simultaneously, mining organisations have been experiencing declining ore grades in the mines, causing the demand to exceed the supply. LÄS MER

  2. 2. Quantitative tactical asset allocation: Using the VIX to exploit bull and bear market movements in a Mean-Variance portfolio

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Christian Persson; Robin Williams; [2020-07-08]
    Nyckelord :VIX; strategy; mean-variance; simple moving average; volatility; transaction costs; bull market; bear market;

    Sammanfattning : MSc in Finance.... LÄS MER

  3. 3. GARCH and GAS: Comparison of volatility models for Bitcoin in different exchanges

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Mohammad Rashidi Ranjbar; [2020-07-08]
    Nyckelord :Bitcoin; Volatility Modelling; GAS; GARCH; Realized GARCH; Coinbase; Bitfinex; Bitstamp;

    Sammanfattning : MSc in Finance.... LÄS MER

  4. 4. En analys av volatiliteten på Stockholmbörsen 2007-2009.

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

    Författare :Matilda Sampson; Gabriella Severeus; [2020-07-02]
    Nyckelord :;

    Sammanfattning : This thesis examines the volatility on the Stockholm Stock Exchange during the Great Recession in 2007-2009. In order to examine whether the financial crisis had a larger impact on any sector the report investigate the differences in volatility of returns between three sectors; consumer goods, property and medical firms. LÄS MER

  5. 5. Statliga eller Privata PPM-fonder? En komparativ studie om att aktivt välja fonder eller passivt vara kvar i statens förvalsalternativ.

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

    Författare :Gustav Johannesson; Karl Nordenlöw; [2020-06-30]
    Nyckelord :;

    Sammanfattning : This paper examines the two investment strategies available within the Swedish Premium Pension System with the aim of illuminating whether it is more beneficial to actively select funds or to remain with the default portfolio option (AP7 Såfa). In order to answer this question, this paper splits the portfolio AP7 Såfa into its two component government funds, AP7 Aktiefond and AP7 Räntefond. LÄS MER