Essays about: "downside risks"

Showing result 1 - 5 of 7 essays containing the words downside risks.

1. 1. The Impact of M&A Deals on Stock Performance : An empirical comparison between single and multiple acquirers on the Swedish market

   University essay from Linnéuniversitetet/Institutionen för management (MAN)

   Author : Emil Jönsson; Alfred Karlsson; [2023]
   Keywords : Mergers Acquisitons; M A; Value-at-Risk; VaR; Value-of-Return; VoR.;

   Abstract : This study presents a rigorous exploration of the effects of single versus multiple M&A deals on the performance of acquiring firms. A pooled ordinary least squares (OLS) regression analysis was employed to examine our key performance indicators: Value at Risk (VaR), Value of Return (VoR), and Returns across year, month, and week time frames. READ MORE

3. 2. Hedging of a foreign exchange swapbook using Stochastic programming

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Emma Bohlin; Jonatan Harling; [2021]
   Keywords : term structure measurement; optimization; hedging; foreign exchange swaps; interest rates; FX; stochastic programming;

   Abstract : A large part of the foreign exchange market concerns the trading of FX swaps. While entering a position in a FX swap does not cost any money, banks earn money on FX swaps when their customers cross the bid/ask spread, creating a perceived transaction costs for the swaps. READ MORE

4. 3. Momentum and Trend in Sweden: Enhancing profits and limiting downside risk by using indicators from different time horizons

   University essay from Göteborgs universitet/Graduate School

   Author : Alan Dari Lindahl; Jan Wiki; [2020-07-07]
   Keywords : momentum; momentum crash; echo; trend; moving averages; cross-section; downside risks; predictability; factor models; turnover; transaction costs;

   Abstract : Although being one of the most robust anomalies ever discovered, the momentum factor occasionally suffer big losses during market recessions periods. We apply and compare different factor models, and find that when sorting the momentum factor on prior 2-6 months it earns a higher average monthly return compared to the common sorting on prior 2-12 months. READ MORE

5. 4. Towards an Ethical Business Model with Artificial Intelligence

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Arvid Höjbert; Eric Mårtensson; [2020]
   Keywords : Ethical Investments; Creating Shared Value; Stakeholder Theory; Artificial Intelligence; Supply Chain Management; Business and Economics;

   Abstract : Purpose: The purpose of this thesis is twofold. With a stakeholder perspective, the paper has the ambition of understanding why firms decide to invest in ethics. In this sense, we look at such investments both through the lens of mitigating downside risks as well as the lens of creating competitive advantage and shared value. READ MORE

6. 5. European Investor Currency Hedging: Forwards or Options in International Portfolios

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Yan Xu; [2014]
   Keywords : international portfolio currency hedging; hedging instruments; currency forward contracts; currency put options; optimal portfolio; CVaR; Business and Economics;

   Abstract : The hedging effectiveness of currency forward contracts and currency put option for three different portfolios—Portfolio of Emerging Markets, Portfolio of Developed Countries, and the International Portfolio—are examined from the viewpoint of European investors. European Union (EU), United States (US), United Kingdom (UK), Switzerland (SF), Sweden (SE), Denmark (DK), Norway (NK), and Japan (JAP) are considered in the developed countries. READ MORE