Essays about: "Average Volatility"
Showing result 1 - 5 of 112 essays containing the words Average Volatility.
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1. Biobased iron pellet production : Assessment of the availability and sustainability of biomass as fuel for iron ore pellet production in LKAB
University essay from Mittuniversitetet/Institutionen för naturvetenskap, design och hållbar utveckling (2023-)Abstract : Iron production accounts for substantial shares of global coal use and GHG emissions. LKAB is Europe’s largest iron company and Sweden’s fourth-largest emitter of GHGs. To reduce its emissions, LKAB might implement biomass in iron ore pelletisation. READ MORE
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2. The effect of covid-19 announcement on sustainable investment portfolios : Observation of the flight-to-quality phenomenon
University essay from Jönköping University/Internationella HandelshögskolanAbstract : The economic impact of the COVID-19 pandemic is still an ongoing topic, broadly analysed and discussed in many studies. Recent articles state that sustainable assets can offer return volatility resilience during demand shock events and, in some cases, provide higher returns than their unsustainable counterparts. READ MORE
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3. There Is Nothing Certain But The Uncertain
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Risk and risk aversion are crucial concepts in finance. Models in finance typically assume a known probability distribution of returns, which does often not hold in reality. This papers aims to measure the uncertainty surrounding the probability distribution in equity markets and to evaluate if such uncertainty is priced. READ MORE
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4. Risk Management and Sustainability - A Study of Risk and Return in Portfolios With Different Levels of Sustainability
University essay from KTH/Matematik (Avd.)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
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5. Fragile Market: The impact of mutual funds on the corporate bond market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This master's thesis investigates whether mutual funds can induce fire sales on the Swedish corporate bond market between August 2019 and August 2020 to determine whether mutual funds aggravated the COVID-19 crash, and if their solution to temporarily freeze withdrawals were a viable remedy. Moreover, the thesis addresses this question using a panel-data framework that includes mutual fund-specific variables, control variables suggested by previous literature, entity, and time-fixed effects, allowing the thesis to capture divergences between corporate bonds and months. READ MORE