Essays about: "risk return profile"

Showing result 1 - 5 of 26 essays containing the words risk return profile.

  1. 1. Sustainability Filtration and Optimization: A Stepwise Integration Approach

    University essay from KTH/Matematik (Avd.)

    Author : Soroosh Jalaei; [2023]
    Keywords : Sustainability; Modern Portfolio Theory; Optimization; Sequential Quadratic Programming; Optimal ESG Portfolio.; Hållbarhet; Modern portföljteori; Optimering; Sequential Quadratic Programming; Optimal ESG-portfölj.;

    Abstract : This thesis explores the integration of sustainability into Modern Portfolio Theory (MPT) optimization by introducing stepwise filtration and optimization. This study acknowledges the growing importance of sustainability in investment strategies and modifies the traditional MPT framework to include environmental, social, and governance (ESG) factors. READ MORE

  3. 2. Risk Management and Sustainability - A Study of Risk and Return in Portfolios With Different Levels of Sustainability

    University essay from KTH/Matematik (Avd.)

    Author : Magnus Borg; Lucas Ternqvist; [2023]
    Keywords : ESG; Value-at-Risk VaR ; Expected Shortfall ES ; Risk Management; Financial Risk; Financial Mathematics; Sustainability; Portfolio Management; Capital Asset Pricing Model CAPM ; Hållbarhet; Value-at-Risk VaR ; Expected Shortfall ES ; Riskhantering; Finansiell Risk; Finansiell Matematik; Portföljkonstruktion;

    Abstract : This thesis examines the risk profile of Electronically Traded Funds and the dependence of the ESG rating on risk. 527 ETFs with exposure globally were analyzed. Risk measures considered were Value-at-Risk and Expected Shortfall, while some other metrics of risk was used, such as the volatility, maximum drawdown, tail dependece, and copulas. READ MORE

  4. 3. Venture Capital ‘Exits’ Profile : An empirical study of venture capital backed exits in the Turkish entrepreneurial ecosystem

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

    Author : Sedat Avsar; [2023]
    Keywords : Entrepreneurial ecosystem; Venture capital; Venture capital backed exits; Startup exits; Turkish venture capital ecosystem; Entreprenöriellt ekosystem; riskkapital; riskkapitalstödda exits; startup exits; turkiskt riskkapitalekosystem;

    Abstract : The impact of venture capital (VC) funding for the entrepreneurial ecosystem and its value for economic development is proved by many studies and the industrial data; which is why it is important to have more insight in this area. Also considering the large risk & uncertainty involved in the VC business and its low success rates, it is particularly important to have insight into VC business performance. READ MORE

  5. 4. Employee representation on the board of directors and its implications on corporate risk- A quantitative study on diverging stakeholder preferences

    University essay from Göteborgs universitet/Graduate School

    Author : Filip Engelholm; Lukas Nyström; [2022-06-30]
    Keywords : Board level employee representation; Codetermination; Risk preferences; Stakeholder incentives; Agency conflict; Corporate governance;

    Abstract : This study investigates how board-level employee representation (BLER) impacts the risk profile of a firm. More specifically, it investigates whether the binary presence of employees in the board room, or the relative ratio of votes allocated to employees, leads to reduced total, idiosyncratic, or systematic risk. READ MORE

  6. 5. Sustainable Investing: Effects on Portfolio Returns and Risk in a Nordic Setting

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Max Junestrand; Benjamin Wahlstedt; [2022]
    Keywords : ESG; Sustainable Finance; Corporate Social Responsibility; SRI; Sustainability Rating;

    Abstract : ESG investing has gone from niche to mainstream, with the total AUM assigned to ESG-tilted portfolios growing by the day. The objective of this paper is to understand how the return and risk performance of Nordic mutual and exchange-traded funds differ based on sustainability ratings, as there is no consensus in the risk/reward payoff in ESG investing. READ MORE