Essays about: "risk-return relationship"

Showing result 1 - 5 of 15 essays containing the words risk-return relationship.

  1. 1. Investigating New Multifactor Models with a Conditional Dual-Beta : Can a Conditional Dual-Beta in the Market Factor add Explanatory Value in New Multifactor Models? A study of the Swedish Stock Market between 2003 and 2015

    University essay from Linköpings universitet/FöretagsekonomiLinköpings universitet/Filosofiska fakulteten; Linköpings universitet/FöretagsekonomiLinköpings universitet/Filosofiska fakulteten

    Author : Joakim Lind; Lars Sparre; [2016]
    Keywords : Asset-pricing model; Multifactor model; Conditional beta; Dual-Beta; Five-Factor Model; Q-Factor Model; Beta-sorted Portfolios; Swedish Stock Market;

    Abstract : This thesis investigates pricing-performance of two recently developed multifactor asset-pricing models with the implementation of dual-betas dependent upon prevailing market-conditions. The models included in the study are the Fama and French five-factor model and the Q-factor model by Hou, Xue and Zhang. READ MORE

  2. 2. The Risk-Return Relationship : Can the Prospect Theory be Applied to Small Firms, Large Firms and Industries Characterized by Different Asset Tangibility?

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Lukas Berglind; Erik Westergren; [2016]
    Keywords : Prospect theory; Expected utility theory; Tangible assets; Intangible assets; Decision making; Behavioral decision theory; Risk-return relationship; Risk-return paradox;

    Abstract : In 1979 Daniel Kahneman and Amos Tversky created the prospect theory. It became an accepted and appropriate theory in explaining decision making under risk. The prospect theory has been one of the most cited articles in economics and Kahneman received the Nobel Prize in Economic Sciences as a result of the creation and development of the theory. READ MORE

  3. 3. Managing Supplier Innovation: A Case Study of the Wind-Turbine Industry

    University essay from Göteborgs universitet/Graduate School

    Author : Daniel Karimi; Ole Christian Ihalainen; [2014-12-12]
    Keywords : buyer-supplier relationship; open innovation; supplier innovation; supplier segmentation; supplier interface; hidden knowledge; simple versus complex innovation problem; radical versus incremental innovation; exploration versus exploitation; supplier involvement; global sourcing; risk-return trade-off; ambidexterity;

    Abstract : MSc in International Business and Trade.... READ MORE

  4. 4. Risk and Return : A test of CAPM on the Swedish financials and industrials stock market before and after the financial crisis of 2008

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Vincent Khajador; Nina Valtchanov; [2014]
    Keywords : ;

    Abstract : In hindsight one can often learn a valuable lesson or two. Looking back at the financial crisis of 2008, perhaps more than two lessons can be learned. The grave chock that occurred on the financial markets at the end of 2008 left the whole world questioning what had caused it. READ MORE

  5. 5. An Empirical Study of Value at Risk in the Chinese Stock Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Zibo Cheng; Dong Zhang; [2014]
    Keywords : the Chinese stock market; value at risk; Kupiec test; risk-return relationship; Business and Economics;

    Abstract : Nowadays, value at risk (VaR) has developed into a standard indicator in the financial risk measuring field. The aim of this study is not only to measure the risk of the Chinese stock market using VaR methods, but also to value whether the downside risk is priced in the expected return in the market. READ MORE