Essays about: "Deutscher Aktienindex"

Found 2 essays containing the words Deutscher Aktienindex.

1. 1. Stock price volatility and dividend policy: The German stock exchange

   University essay from Jönköping University/IHH, Nationalekonomi

   Author : Christopher Karlsson; Alexander von Renteln; [2021]
   Keywords : Stock Price volatility; Dividend Yield; Dividend policy; Stock Market; Deutscher Aktienindex;

   Abstract : The objective of this research is to analyse if there is a negative relationship between dividend policy and stock price volatility in the German stock market.  The data that was collected for this research consists of the 30 biggest companies listed on the German stock exchange Deutscher Aktienindex known as DAX 30 for the period 2000-2020. READ MORE

3. 2. Value at Risk and Expected Shortfall risk measures using Extreme Value Theory

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Peter Johansson; [2019-01-22]
   Keywords : Extreme Value Theory; Generalized Pareto Distribution; Point-Over-Threshold method; risk measures; Value at Risk; Expected Shortfall;

   Abstract : Calculating risk measures as Value at Risk (VaR) and Expected Shortfall (ES) has become popular for institutions and agents in financial markets. A main drawback with these risk measures is that they traditionally assume a specific distribution, as the Normal distribution or the Student’s t distribution. READ MORE