Essays about: "Efficient market theory"
Showing result 26 - 30 of 251 essays containing the words Efficient market theory.
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26. How to Get Rich by Fund of Funds Investment - An Optimization Method for Decision Making
University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikationAbstract : Optimal portfolios have historically been computed using standard deviation as a risk measure.However, extreme market events have become the rule rather than the exception. To capturetail risk, investors have started to look for alternative risk measures such as Value-at-Risk andConditional Value-at-Risk. READ MORE
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27. Does ESG pay off? : A quantitative study of how ESG-scores affect Swedish Large-cap Firms Performance and Stock returns
University essay from Umeå universitet/FöretagsekonomiAbstract : Previous scholars have viewed expenditures on ESG (environmental, social, governance) in two distinct ways. In one way, it has been viewed as wasteful if it does not directly contribute to the business. The other perspective being that by addressing ESG-issues, one can improve businesses by improving society. READ MORE
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28. Competing on sustainability - A study on stakeholder interaction, becoming truly sustainable and obtaining a sustained competitive advantage in an industry characterized by low sustainability maturity
University essay from Lunds universitet/ProduktionsekonomiAbstract : Although more and more companies are facing increasing pressure to take responsibility for their actions impacting sustainability, the pharmaceutical industry and in extension the cold chain solutions industry, have previously been exempted from scrutiny. Research on sustainability in the industry is lagging, why this master thesis aims to explore how sustainability can be incorporated into the business model while avoiding creating a disconnect between corporate strategy and actual sustainability impact. READ MORE
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29. The impact of extreme weather events on implied volatility functions of agricultural options
University essay from Umeå universitet/FöretagsekonomiAbstract : The main aim of this thesis is to investigate the impact of extreme weather events on implied volatility functions of agricultural commodity options at different levels of moneyness. The thesis used daily data of the implied volatilties of four major US agricultural commodities at three moneyness levels for the period starting 2017 to 2022. READ MORE
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30. Applying Peaks-Over-Threshold for Increasing the Speed of Convergence of a Monte Carlo Simulation
University essay from KTH/Matematik (Avd.)Abstract : This thesis investigates applying the semiparametric method Peaks-Over-Threshold on data generated from a Monte Carlo simulation when estimating the financial risk measures Value-at-Risk and Expected Shortfall. The goal is to achieve a faster convergence than a Monte Carlo simulation when assessing extreme events that symbolise the worst outcomes of a financial portfolio. READ MORE