Essays about: "Lucas Ternqvist"

Found 3 essays containing the words Lucas Ternqvist.

  1. 1. Risk Management and Sustainability - A Study of Risk and Return in Portfolios With Different Levels of Sustainability

    University essay from KTH/Matematik (Avd.)

    Author : Magnus Borg; Lucas Ternqvist; [2023]
    Keywords : ESG; Value-at-Risk VaR ; Expected Shortfall ES ; Risk Management; Financial Risk; Financial Mathematics; Sustainability; Portfolio Management; Capital Asset Pricing Model CAPM ; Hållbarhet; Value-at-Risk VaR ; Expected Shortfall ES ; Riskhantering; Finansiell Risk; Finansiell Matematik; Portföljkonstruktion;

    Abstract : This thesis examines the risk profile of Electronically Traded Funds and the dependence of the ESG rating on risk. 527 ETFs with exposure globally were analyzed. Risk measures considered were Value-at-Risk and Expected Shortfall, while some other metrics of risk was used, such as the volatility, maximum drawdown, tail dependece, and copulas. READ MORE

  3. 2. Valuation in English Football: The Relationship Between Sports Performance and Financial Valuation of Football Clubs

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Andreas Rylander; Lucas Ternqvist; [2022]
    Keywords : Financial valuation; Sports performance; Markham s multivariate method; Football industry; Exponential regression;

    Abstract : This paper aims to contribute to the field of accounting and sports by investigating the relationship between sports performance and financial valuation in English football, using a sample of 72 football clubs in the English Premier League and the EFL Championship from 1998 to 2019. Markham's multivariate method is applied, a valuation model based on accounting metrics, to determine football clubs' approximate and comparable financial valuations for a specific year. READ MORE

  4. 3. Financial Applications of Benford’s Law - A Mathematical Approach for Analyzing Financial Market Behaviour

    University essay from KTH/Matematisk statistik

    Author : Peter Lindgren; Lucas Ternqvist; [2021]
    Keywords : Benford s Law; Financial market; Chi-square test; Index Indices ; Equity Equities ; Technical analysis; Volatility; Volume; Forecasting; Benfords Lag; Finansmarknaden; Chi-square test; Index; Aktier; Teknisk Analys; Volatilitet; Volym; Prognosticering;

    Abstract : The increasing usage of algorithms and extensive collections of data have changed the discipline of finance and created new possibilities for analyzing the financial markets. To further explore the potential of developing new methods for understanding financial market behaviour, this thesis examines the first digit probability distribution of Benford's Law and its applicability within the financial markets. READ MORE