Search for essays about: "how is risk measured"

Showing result 1 - 5 of 17 essays containing the words how is risk measured.

  2. 1. Project Knowledge Management : How to evaluate project knowledge, and Project Knowledge Management performance

    University essay from Linnéuniversitetet/Institutionen för datavetenskap, fysik och matematik, DFM

    Author : Linus Jengard; [2010]
    Keywords : Project Knowledge Management; Project Closure; Project Management; Knowledge Management; Lessons Learned; Project Closure Documents; Knowledge;

    Abstract : Project Knowledge Management and more specifically how organisations capture experiences gained in projects, is a critical topic in order to compete in the knowledge economy. Little attention has been given the catchphrase lessons learned practices as a research area. READ MORE

  4. 2. Water quality and sanitation in rural Moldova

    University essay from Uppsala universitet/Luft-, vatten och landskapslära; Uppsala universitet/Luft-, vatten och landskapslära

    Author : Hanna Hugosson; Katja Larnholt; [2010]
    Keywords : Republic of Moldova; groundwater; contamination; nitrate; coliform bacteria; sanitation; ecosan; DRASTIC;

    Abstract : Because of the impact on human health and sustainable livelihood, the topic of drinking water and sanitation facilities is becoming a seriously discussed issue among international organizations as well as developing agencies in industrialized countries. The importance of water and sanitation management initialized this master thesis. READ MORE

  5. 3. Are Manager Characteristics Affecting the Performance of Hedge Funds?: A study on Swedish data

    University essay from Handelshögskolan i Stockholm/Thesis within Finance

    Author : Helena Blom; Marie Lundberg; [2010]
    Keywords : manager characteristics; hedge fund;

    Abstract : The purpose of this thesis is to examine if and how the hedge fund manager’s background characteristics and strategy applied affect the fund’s performance, as measured by average monthly return, risk and risk-adjusted monthly return. This is done by collecting data on 41 different hedge fund managers in Sweden and then performing robust OLS regressions. READ MORE

  6. 4. Mean-Earnings-Variance based Portfolio Selection

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Loukas Papantonopoulos; [2010]
    Keywords : portfolio theory; earnings; Mean - Variance; Estimation Problem; Portfolio Frontier; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : The objective of the thesis is to provide a portfolio selection methodology which will take into account the earnings of the companies whose shares are under consideration, though a look into the problem of estimation of the efficient frontier for a basket of stocks. Following an overview of standard portfolio selection theory, a simple risk-return based model will be expanded to a return-earnings-risk model and the portfolio frontier will be projected as a surface in a third dimensional portfolio space. READ MORE

  7. 5. An empirical evaluation of Value at Risk

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Martin Gustafsson; Caroline Lundberg; [2009-01-30]
    Keywords : Value at Risk; return characteristics; historical simulation; moving average; GARCH; normal distribution; Brentoil; OMXs30; Swedish treasurybills;

    Abstract : In light of the recent financial crisis, risk management has become a very current issue. One of the most intuitive and comprehendible risk measures is Value at Risk (VaR). VaR puts a monetary value on the risk that arises from holding an asset and is defined as the “the worst loss over a target horizon with a given level of confidence”. READ MORE