Essays about: "thesis on risk and return"

Showing result 11 - 15 of 282 essays containing the words thesis on risk and return.

  1. 11. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

    University essay from Uppsala universitet/Datalogi

    Author : Rebecca Fällström; [2023]
    Keywords : Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

    Abstract : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. READ MORE

  3. 12. 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. 13. Investigating the influence of the tidal regime on harbour porpoise Phocoena phocoena distribution in Mount’s Bay, Cornwall

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Duncan Jones; [2023]
    Keywords : Geography; Geographical Information Systems; GIS; Habitat Modelling; Harbour Porpoise; MaxEnt; Tidal Processes; Conservation; Earth and Environmental Sciences;

    Abstract : Investigating the influence of the tidal regime on harbour porpoise Phocoena phocoena distribution in Mount’s Bay, Cornwall Abstract Unintentional by-catch in fishing gear is a significant cause of mortality of harbour porpoises in UK waters. Understanding the spatial distribution of harbour porpoises at fine scales and how this changes over time is essential when trying to understand where these lethal interactions might occur. READ MORE

  5. 14. The Case-Law of the European Court of Human Rights in the Field of Cross-Border Surrogacy: In the Best Interests of the Child?

    University essay from Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakulteten

    Author : Margrét María Grétarsdóttir; [2023]
    Keywords : European Court of Human Rights Cross-border Surrogacy; Law and Political Science;

    Abstract : Surrogacy is prohibited in many European states. However, such a ban is not global. This can create problems when individuals from states where surrogacy is prohibited travel to other states where it is allowed and become legally recognised parents of children born through surrogacy in the latter states. READ MORE

  6. 15. Silent Exodus : A study on Gender-Based Violence and Migration Decision-Making of Women from Honduras in the USA

    University essay from Malmö universitet/Institutionen för globala politiska studier (GPS)

    Author : Andrea Nicolle Alemán Martínez; [2023]
    Keywords : GBV; decision-making; aspirations; capabilities; mobility;

    Abstract : This thesis explores the role of GBV in the decision-making process of Honduran women that migrate to the U.S. Drawing upon de Haas’s aspirations-capabilities framework, this study aims to understand women’s aspirations to migrate and their interplay within a broader societal context. READ MORE