Essays about: "idiosyncratic risk"

Showing result 11 - 15 of 55 essays containing the words idiosyncratic risk.

  1. 11. Will Good Deeds Redeem Your Sins? A quantitative study of the effects of corporate charitable donations in a sin stock setting

    University essay from Göteborgs universitet/Graduate School

    Author : Fredrik Mattsson; Herman Weber; [2020-08-05]
    Keywords : Sin Stocks; CSR; Corporate Donations; Charity; Legitimacy; Stakeholder Sentiment;

    Abstract : Corporate social responsibility (CSR) has received increasing attention from the popular press in general, and academics and the investment community in particular, in the past decade. Corporations are increasingly integrating CSR as part of their business strategies. READ MORE

  3. 12. Are Women the Real Alpha Males? Gender differences through the lense of performance and risk in the Swedish mutual fund industry

    University essay from Göteborgs universitet/Graduate School

    Author : Albin Helgesson; Clara Lindblad; [2020-07-01]
    Keywords : Mutual Funds; Gender Differences; Risk Behavior; Performance;

    Abstract : This master thesis examines gender differences between Swedish mutual fund managers concerning fund performance and risk behavior. The examined period extends from January 2015 to December 2019 and the data consist of 421 mutual equity funds of which 17% are mutual funds’ managed by females. READ MORE

  4. 13. ESG Performance and Firm Market Risk: Evidence from the Nordic market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Astrid Palmstierna; [2020]
    Keywords : ESG factors; CSR; firm market risk; idiosyncratic risk; systematic risk;

    Abstract : The thesis investigates the relationship between CSR performance and firm market risk in the Nordics for a data set of 1,561 firm-year observations over the period of January 2004 to December 2019. A linear multivariate OLS regression model was estimated, with methodological challenges and data limitations common to similar studies about ESG performance and firm market risk. READ MORE

  5. 14. Environmental, Social and Governance-Ratings and Risk in Sweden

    University essay from Umeå universitet/Företagsekonomi

    Author : Fredrika Engström; Sanna Martinsson; [2020]
    Keywords : Corporate Social Responsibility; ESG-rating; Volatility; Beta; Idiosyncratic Risk; Sweden; Utility Theory; Modern Portfolio Theory; Stakeholder Theory;

    Abstract : Sustainability and Corporate Social Responsibility (CSR) are increasingly important subjects in today's society. To measure a company's Corporate Social Performance (CSP); the ESG-rating has been developed throughout the years. READ MORE

  6. 15. Quantitative Assessment of Volatility Pricing Factors

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Pavel Hlousek; [2020]
    Keywords : Idiosyncratic risk; Stock volatility; Factor models;

    Abstract : In this thesis, I perform a quantitative assessment of three volatility pricing factors; market variance (MV), average stock variance (AV), and common idiosyncratic volatility (CIV). I show that the three volatility pricing factors coexist, although the factors exhibit similar time-variation and their innovations are correlated. READ MORE