Essays about: "stock out risk"

Showing result 1 - 5 of 27 essays containing the words stock out risk.

1. 1. How to re-design Supply Chains more effective when a web sales portal is applied? : Based on a web-sales implementation plan of Spare Parts in the Industrial Electronics Industry

   University essay from Högskolan i Gävle/Akademin för teknik och miljö

   Author : Marc-Julian Herrmann; [2011]
   Keywords : Web-sales portal; Electronic-commerce e-commerce ; Supply Chain Design SCD ; Spare-parts management;

   Abstract : The following thesis counteracts the relationship of Supply Chain Design (SCD) and web-sales[1], and concentrates on the overall aim of “How to re-design Supply Chains more effective when a web sales portal is applied?”. In order to clarify this aim, following four research objectives are set:How does e-commerce connect to Supply Chain Design in general?What is required for a successful implementation of e-commerce?What are the costs and benefits by implementing e-commerce?Which potential risk factors in correspondence of the implementation of             e-commerce may influence the whole SCD and e-commerce interaction process? Previous studies have not discussed the interaction of e-commerce and supply chain design on operational level at all, which accounts for a large portion of interests these days. READ MORE

3. 2. An Investment-Based Factor Model - An Empirical Assessment of a Neoclassical Asset Pricing Model's Relative Pricing Ability on Swedish Stock Return Data:

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Adam Lodin; Claes Söderlind; [2011]
   Keywords : Investment-based asset pricing; Linear factor models; Return-on-assets; Investments-to-assets; Fama French;

   Abstract : The pursuit of the factors determining the cross-section of average stock returns has traditionally been focused around factors believed to proxy for common sources of risk. Previous research points out that linear factor models built on this approach demonstrate an inadequate pricing ability in a Swedish setting. READ MORE

4. 3. Momentum - Trendspotting in the Swedish Stock Market

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Henrik Fulgentiusson; Mykhaylo Kobelyats'Kyy; [2011]
   Keywords : Market Efficiency; Momentum; Fama and French; Carhart.; Business and Economics;

   Abstract : We set out to investigate the presence of momentum in the Swedish stock market in an attempt to distinguish whether the market displays the weak- and the semi-strong form of efficiency. Adopting a strategy similar to that of Jegadeesh and Titman (1993) and (2001), where past winners are bought and past loser are sold, we are able to show that momentum indeed is present, earning approximately 1 percent per month at a medium-term investment horizon. READ MORE

5. 4. Black-Scholes Option Pricing Formula - An empirical study

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Martin Gustafsson; Erik Mörck; [2010-02-12]
   Keywords : Black and Scholes; call option; put option; option pricing; volatility; price difference; pricing error; moneyness; at-the-money; in-the-money; out-of-the-money; deep-in-the-money; deep-out-of-the-money; dividend; risk free interest rate; time to expiry; standard deviation; correlation coefficient; Least-Squares Linear Regression Analysis.;

   Abstract : Purpose: The purpose of this study is to empirically test the accuracy of the Black and Scholes model by examining the difference between theoretical prices predicted by the model and actual market prices. We will also try to determine whether the accuracy of the model varies with the time left to expiration or the moneyness of an option. READ MORE

6. 5. Credit Default Swap in a financial portfolio: angel or devil? : A study of the diversification effect of CDS during 2005-2010.

   University essay from Umeå universitet/Handelshögskolan vid Umeå universitet; Umeå universitet/Handelshögskolan vid Umeå universitet

   Author : Aliaksandra Vashkevich; Dong Wei Hu; [2010]
   Keywords : credit risk; credit derivative; credit default swap; credit spreads; portfolio diversification; investor;

   Abstract : Credit derivative market has experienced an exponential growth during the last 10 years with credit default swap (CDS) as an undoubted leader within this group. CDS contract is a bilateral agreement where the seller of the financial instrument provides the buyer the right to get reimbursed in case of the default in exchange for a continuous payment expressed as a CDS spread multiplied by the notional amount of the underlying debt. READ MORE