Essays about: "Beta regression"
Showing result 1 - 5 of 53 essays containing the words Beta regression.
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1. The Greenfee of Beta - Unraveling the Impact of Sustainability on Systematic Risk
University essay fromAbstract : This paper unravels the impact of sustainability on systematic risk. Literature suggests that enhanced sustainability reduces companies' systematic risk, thanks to e.g. product differentiation, a broader spectrum of investors holding the assets, or simply because there exists a specific ESG factor. READ MORE
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2. The Relationship Between Beta and Arbitrage Spread in M&A Deals
University essay from Göteborgs universitet/Graduate SchoolAbstract : Risk arbitrage is an event-driven investment strategy where the risk arbitrageur aims to capture the arbitrage spread between the target’s stock price and the bid price by the acquiring firm in a merger and acquisition (M&A) deal. Previous research suggests that specific risks connected to the deal as completion or duration risks, as well as firm and bid characteristics, influence the arbitrage spread. READ MORE
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3. Machine Learning Prediction of Enzymes’ Optimal Catalytic Temperatures
University essay from Göteborgs universitet/Institutionen för data- och informationsteknikAbstract : Enzymes that have been genetically engineered to withstand high temperatures are used by industry to make products with less waste and pollution. Different features of protein structure affect the optimal catalytic temperature ("topt") at which enzymes catalyze reactions most efficiently. READ MORE
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4. CARs In the Driver’s Seat: The Battle Between Capital and Stock Performance
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : After the financial crisis of 2008, the Basel Committee on Banking Supervision created the latest Accord for capital requirements: The Basel III Accord. Basel III set higher requirements for both quantity and quality of capital, with the aim to mitigate systemic risk. READ MORE
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5. A multi-gene symbolic regression approach for predicting LGD : A benchmark comparative study
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : Under the Basel accords for measuring regulatory capital requirements, the set of credit risk parameters probability of default (PD), exposure at default (EAD) and loss given default (LGD) are measured with own estimates by the internal rating based approach. The estimated parameters are also the foundation of understanding the actual risk in a banks credit portfolio. READ MORE