Essays about: "Behnaz Alimohammadisagvand"

Found 2 essays containing the words Behnaz Alimohammadisagvand.

1. 1. Behavioral Determinants of Stock Market Participation

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Adriana Matos; Behnaz Alimohammadisagvand; [2012]
   Keywords : stock market participation; optimism; sociability; risk aversion; SHARE data; Business and Economics;

   Abstract : In this paper we present the effect of two behavioral factors, optimism and sociability, on stock market participation. We use novel measures of optimism and sociability based on the questions from the Survey of Health, Ageing and Retirement in Europe (SHARE). READ MORE

3. 2. Market risk in volatile times: a comparison of methods for calculating Value at Risk

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Cecilia Fransson; Behnaz Alimohammadisagvand; [2011]
   Keywords : Value at Risk; extreme value theory; volatility weighted historical simulation; age weighted historical simulation; t distribution; Business and Economics;

   Abstract : Three standard approaches of finding Value at Risk; age weighted historical simulation, volatility weighted historical simulation and t – distribution were compared with Value –at – Risk calculated using generalized extreme value theory during the period 2000 to 2010 to see which approach that would give the most accurate forecast of actual losses during the two volatile times within the time frame. One important aspect was also to see if the results would differ depending on the holding period and quantile used. READ MORE