Search for essays about: "stock out risk"
Showing result 1 - 5 of 20 essays containing the words stock out risk.
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1. Black-Scholes Option Pricing Formula - An empirical study
University essay from Göteborgs universitet/Företagsekonomiska institutionenAbstract : 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
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2. Cross-Section of Stock Returns: : Conditional vs. Unconditional and Single Factor vs. Multifactor Models
University essay from Umeå universitet/Handelshögskolan vid Umeå universitet; Umeå universitet/Handelshögskolan vid Umeå universitetAbstract : The cross-sectional variation of stock returns used to be described by the Capital Asset Pricing Model until the early 90‟s. Anomalies, such as, book-to-market effect and small firm effect undermined CAPM‟s ability to explain stock returns and Fama & French (1992) have shown that simple firm attributes, like, firm size and book-to-market value can explain the returns far better than Beta. READ MORE
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3. CEO remuneration in listed European insurance companies : Trends and justifications over the years 2005-2009
University essay from Högskolan i Jönköping/IHH, Företagsekonomi; Högskolan i Jönköping/IHH, FöretagsekonomiAbstract : In the ever so increasingly competitive business climate of the 21st century, human resources are vital for corporate success. Employees need proper incentives to perform in goal-oriented manners. READ MORE
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4. Portfolio Optimization -The Mean-Variance and CVaR approach
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The recent economic turmoil has increased volatility on the Swedish stock market and made investors more exposed to risk in an uncertain environment. This research will investigate if the quantitative portfolio optimization models Mean-Variance and CVaR can produce risk-adjusted returns for investors acting in the Swedish stock market. READ MORE
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5. Decomposing the Book-to-Price Effect: Leverage and Stock Returns:
University essay from Handelshögskolan i Stockholm/Institutionen för redovisningAbstract : The starting point for this thesis is a decomposition of book-to-price (B/P) into an enterprise-book-to-price component (that pertains to the firms operations and supposedly reflects operating risk) and a leverage component (assumed to capture financial risk), laid out by Penman et al (2007). Using Swedish data, we show that the leverage component of B/P is negatively associated with future stock returns, conditional upon enterprise-book-to-price. READ MORE

