Essays about: "Asset classes"

Showing result 21 - 25 of 80 essays containing the words Asset classes.

  1. 21. Estimating expected shortfall using an unconditional peaks-over-threshold method under an extreme value approach

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Rikard Wahlström; [2021]
    Keywords : expected shortfall; peaks-over-threshold; extreme value theory;

    Abstract : Value-at-Risk (VaR) has long been the standard risk measure in financial risk management. However, VaR suffers from critical shortcomings as a risk measure when it comes to quantifying the most severe risks, which was made especially apparent during the financial crisis of 2007–2008. READ MORE

  3. 22. Bitcoin is not the New Gold: Evidence from the Covid-19 Pandemic

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Katja Rasic; [2021]
    Keywords : Bitcoin; Safe haven; Gold; ARCH; Covid-19; Business and Economics;

    Abstract : The recent market turmoil, caused by the Covid-19 pandemic, has negatively influenced the financial markets all over the world. Therefore, the search for safe haven assets by investors is of great importance. In this area of research, gold has for a long time been considered to be the traditional safe haven asset. READ MORE

  4. 23. Comparing Risk Parity Portfolios Does a Tail-Risk Parity strategy provide better downside protection than the Risk Parity strategy during economic crisis?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jesper Johansson; Mirza Omer; [2021]
    Keywords : Tail-risk parity; Risk parity; Expected Shortfall; Weight budgeting; Risk budgeting; Capital Allocation; Risk Contribution; Business and Economics;

    Abstract : This thesis evaluates the risk parity and tail-risk parity approach against conventional weight budgeting approach. The risk parity and tail-risk parity approach, in contrast to weight budgeting approach, is about distributing the risk between the asset classes in the portfolio. READ MORE

  5. 24. Separatism and cooperation : Democratic participation, asset-building and narrative representations in  The Women’s Cooperative Society Swedish Homes, 1904-1916

    University essay from Stockholms universitet/Institutionen för ekonomisk historia och internationella relationer

    Author : Anders Jacobson; [2021]
    Keywords : cooperation; separatism; separatist cooperation; cooperative movement; women’s cooperatives; Kvinnornas Andelsförening Svenska Hem; Kooperativa Förbundet; feminism; de-alienation; reconstruction; intersectionality; alternative institutions; kooperation; kooperativ; separatism; separatistisk kooperation; kvinnokooperativ; Kvinnornas Andelsförening Svenska Hem; Kooperativa Förbundet;

    Abstract : Within the context of economic history, this case study discusses “separatist cooperation” as an organizational and economic strategy for addressing multiple forms of alienation and inequality. Unique in the European cooperative movement at the time, The Women’s Cooperative Society Swedish Homes (Kvinnornas Andelsförening Svenska Hem), active in Stockholm 1905-1916, is a case in point. READ MORE

  6. 25. The Rise of Cryptocurrencies as an Investment Hedge. The Shift from Traditional Investment Hedges: Can Cryptocurrencies Replace Bonds as an Investment Hedge?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Nichawan Thamrongsak; Mia Varis; [2021]
    Keywords : Cryptocurrency; Hedging; DCC-GARCH; US Treasury Yields; S P 500; MSCI World Index; Business and Economics;

    Abstract : This thesis uses a dynamic conditional correlation (DCC) model to investigate the correlation between major cryptocurrencies, US government bonds and the S&P 500 and MSCI World indices in order to establish the hedge, safe haven and diversifier properties of cryptocurrencies. While US Treasuries have exhibited negative correlation and hedging properties against equity risk for decades, recent extreme market conditions have caused investors to look for alternative asset classes for hedging. READ MORE