Essays about: "Downside risk"

Showing result 1 - 5 of 46 essays containing the words Downside risk.

  1. 1. Rising Heat, Rising Risk: The Effect of Greenhouse Gas Emissions on Downside Tail Risk

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Moritz Neuber; Fabrice Van Lancker; [2023]
    Keywords : Climate Risk; Downside Risk; GHG Emissions; Tail Risk; Sustainable Finance;

    Abstract : Regulatory and societal attention to environmental pollution is increasing, and greenhouse gas (GHG) emissions are becoming a potential risk factor for investors. This paper uses panel data from S\&P 500 firms between 2015 and 2022 to investigate the link between GHG emissions and downside tail risk. READ MORE

  3. 2. Calculating Value-at-Risk under the G-Normal distribution. : Applied with Swedish data.

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Daniel Renvall Moberg; [2023]
    Keywords : ;

    Abstract : Value–at–Risk (VaR) since its birth at JPMorgan in the 1990s, has become widely adopted by first and foremost the financial industry, but in later days regulatory authorities as a way of calculating downside risk. The subject in hand has led to numerous attempts by both the industry as well as scholars to find the perfect settings to calculate VaR. READ MORE

  4. 3. The Impact of M&A Deals on Stock Performance : An empirical comparison between single and multiple acquirers on the Swedish market

    University essay from Linnéuniversitetet/Institutionen för management (MAN)

    Author : Emil Jönsson; Alfred Karlsson; [2023]
    Keywords : Mergers Acquisitons; M A; Value-at-Risk; VaR; Value-of-Return; VoR.;

    Abstract : This study presents a rigorous exploration of the effects of single versus multiple M&A deals on the performance of acquiring firms. A pooled ordinary least squares (OLS) regression analysis was employed to examine our key performance indicators: Value at Risk (VaR), Value of Return (VoR), and Returns across year, month, and week time frames. READ MORE

  5. 4. Does the bond market fully reflect the value of intangibles?

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Anton Alm; Filippa Stridh; [2022]
    Keywords : Event study; Bonds; Intangibles; Human capital; Employee satisfaction;

    Abstract : This paper examines how the bond market reflects the value of an intangible, more specifically the value of employee satisfaction. Prior research has found support for a mispricing of information on employee satisfaction in the equity market. READ MORE

  6. 5. Making Success a Self-Plying Piano : A Study on How Management Can Influence Risk-Culture

    University essay from Umeå universitet/Företagsekonomi

    Author : Emma Sjöholm; Oliver Uusitalo; [2022]
    Keywords : Management; Managerial Tools; Organizational Culture; Organizational Risk Culture; Communication; Incentives; Structure;

    Abstract : A common misconception is that the safest strategy when dealing with risk is to avoid it altogether, resulting in mainly risk hedging strategies aligned with a downside biased view of risk, only focusing on outcomes with a negative effect causing missed opportunities (Damodaran, 2007). Furthermore, another common misconception is the effort to quantify risk, to measure and prioritize it. READ MORE