Essays about: "e finance"

Showing result 21 - 25 of 130 essays containing the words e finance.

  1. 21. Parameter Update Schemes for Hidden Markov Models applied to Financial Returns

    University essay from Lunds universitet/Matematisk statistik

    Author : Sigfrid Forsberg; [2022]
    Keywords : Markov Chain; Finance; Hidden Markov Model; Generalized Autoregressive Score Model; S P-500; Nikkei; Adaptive Model; Volatility; Regime-switching Model; Line-Search Algorithm; Predictor-Corrector; Quasi-Newton; Mathematics and Statistics;

    Abstract : This thesis was dedicated to investigating the use of different parameter update schemes for Hidden Markov models with time-varying parameters, with an emphasis on developing alternatives to the quasi-Newton step. The focus was on applications to financial returns, using data from the S\&P-500 and the Nikkei index, and for comparison, a trial using synthetic data was also performed. READ MORE

  3. 22. Does a portfolio of growth stocks outperform a portfolio of value stocks? : Evidence from Sweden and Norway

    University essay from Umeå universitet/Företagsekonomi

    Author : Lina Andersson; Daniella Holmgren; [2022]
    Keywords : Growth stocks; Value stocks; P E ratio; Sharpe ratio; Jensen’s alpha; behavioural finance; efficient market hypothesis; financial crises;

    Abstract : A high return is a driving factor for most investors. The ways to reach success are many and different investment strategies on how to earn high returns have been discussed for decades. READ MORE

  4. 23. Risk-Informed Development: Barriers and enabling factors in development cooperation in Georgia

    University essay from Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

    Author : Christine Falta; [2022]
    Keywords : Risk-informed development; Georgia; health sector; integration; climate change adaptation; disaster risk management; sustainable development; Sendai Framework for Disaster Risk Reduction; Paris Agreement; Sustainable Development Goals; resilience; risk information; risk management; development cooperation; Social Sciences;

    Abstract : Risk-informed development aims to include complex risks into all levels and phases of decision-making. Going beyond the integration of climate change adaptation and disaster risk management, risk-informed development emerged after the 2015 global agreements (Sendai Framework for Disaster Risk Reduction, Paris Agreement and the Sustainable Development Goals) and represents a rationale to consider multiple disaster and climate risks simultaneously in societal development. READ MORE

  5. 24. Is the Federal Reserve Causing Funds to Underperform? A causal machine learning analysis

    University essay from Lunds universitet/Statistiska institutionen; Lunds universitet/Nationalekonomiska institutionen

    Author : Willian Trindade Leite; Oliver Serenhov; [2022]
    Keywords : Causal inference; actively managed funds; passively managed funds; gradient boosting; double machine learning; Business and Economics;

    Abstract : Macroeconomic conditions heavily influence financial markets, and the leading corpus of theory in the field lays out some general principles observed by investors and asset managers alike. However, while the theory is sound, it is hard to measure how much effect these conditions have. READ MORE

  6. 25. The value of detailed product information in credit risk prediction : A case study applied to Klarna’s Pay Later orders in Sweden

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Mimmi Andersson; Louise von Sydow Yllenius; [2022]
    Keywords : Credit Risk Management; Consumer Credit; BNPL; Credit Scoring; Alternative Data; Product Category; Product Type; Responsible Lending; e-commerce; Kreditriskbedömning; BNPL; konsumenkredit; alternativ data; produktkategori; produkttyp; hållbar kreditgivning; onlinehandel;

    Abstract : In this study we propose to enhance the predictive power of a Buy Now, Pay Later (BNPL) consumer credit scorecard by leveraging detailed product information. The object of analys is in this study is Klarna Bank AB, which is the largest retail finance provider in Sweden. READ MORE