Essays about: "equity risk"

Showing result 16 - 20 of 427 essays containing the words equity risk.

1. 16. Flight to climate: liquidity commonality in brown equities

   University essay from Stockholms universitet/Företagsekonomiska institutionen

   Author : Haiping Yu; [2023]
   Keywords : ESG; ESG Investing; Climate investing; Liquidity Commonality; Systematic Liquidity Risk;

   Abstract : Emerging ESG studies have established a negative equilibrium correlation between ESG factors and stock returns in an economy predominately influenced by investors with nonpecuniary preference over high ESG credentials. However, little research has delved into a potential systematic liquidity risk phenomenon associated with aggregate trading activities of ESG-motivated investors who share a common nonzero ESG preference component in their utility function. READ MORE

3. 17. A Heavy Burden - Coloniality and Exploitation of the Subaltern in Nepal’s Mountain Tourism Industry

   University essay from Lunds universitet/Kulturgeografi och ekonomisk geografi; Lunds universitet/Institutionen för kulturgeografi och ekonomisk geografi; Lunds universitet/Humanekologi

   Author : Sara Frenning; [2023]
   Keywords : tourism; trekking; climbing; Subaltern; workforce equity; coloniality; Nepal; Social Sciences;

   Abstract : This thesis analyzes the effects of mountain tourism on local people and communities in Nepal with a focus on three main questions: the equity of mountain jobs, the impacts of Western mountaineering’s dominance on local cultures, and the respect and lack of respect for local workers' lives. Despite repeated accounts of precarious and dangerous working conditions the adventure and mountain tourism industry continue to exploit some bodies on behalf of others. READ MORE

4. 18. Predictive Modeling and Statistical Inference for CTA returns : A Hidden Markov Approach with Sparse Logistic Regression

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Oskar Fransson; [2023]
   Keywords : Probability theory; Statistical inference; finance; CTA; managed futures; machine learning; statistical learning; stochastic process; sparse logistic regression; Markov Chain Monte Carlo; Hidden Markov model;

   Abstract : This thesis focuses on predicting trends in Commodity Trading Advisors (CTAs), also known as trend-following hedge funds. The paper applies a Hidden Markov Model (HMM) for classifying trends. Additionally, by incorporating additional features, a regularized logistic regression model is used to enhance prediction capability. READ MORE

5. 19. Analyzing the risk of Maladaptation: Implications for adaptation projects among development agencies

   University essay from Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

   Author : Bikram Sedhai; [2023]
   Keywords : Climate Change Adaptation; Maladaptation; Non-Governmental Organizations; Transformational Adaptation; International aid; Social Sciences; Earth and Environmental Sciences;

   Abstract : The need for climate change adaptation is widely acknowledged and adaptation projects around the world are proliferating. Despite being one of the key actors for the implementation of adaptation projects, significant knowledge gaps persist regarding the potential maladaptive outcomes of such projects for international non-governmental organizations. READ MORE

6. 20. There Is Nothing Certain But The Uncertain

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Hannes Thorstensson; Carl Tjernberg; [2023]
   Keywords : Uncertainty; Vol-of-vol; Ambiguity; Asset Pricing; Business and Economics;

   Abstract : Risk and risk aversion are crucial concepts in finance. Models in finance typically assume a known probability distribution of returns, which does often not hold in reality. This papers aims to measure the uncertainty surrounding the probability distribution in equity markets and to evaluate if such uncertainty is priced. READ MORE