Essays about: "Expected return"

Showing result 36 - 40 of 288 essays containing the words Expected return.

  1. 36. Risk Assessment of International Mixed Asset Portfolio with Vine Copulas

    University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Author : Axel Nilsson; [2022]
    Keywords : Vine Copulas; Extreme Value Theory; Financial Risk Management; Vine Copulas; Extremvärdesteori; Finansiell riskhantering;

    Abstract : This thesis gives an example of assessing the risk of a financial portfolio with international assets, where the assets may be of different classes, by the use of Monte Carlo simulation and Extreme Value Theory. The simulation uses univariate modelling, models of the assets’ returns as stochastic processes, as well as vine copulas to create dependency between the variables. READ MORE

  3. 37. The Quiet Part Out Loud - Conspiracy theories and the rhetoric among activists in Sweden related to the Coronavirus pandemic

    University essay from Lunds universitet/Sociologiska institutionen; Lunds universitet/Sociologi

    Author : Felix Adolfsson; [2022]
    Keywords : anti-vaccination; Covid-19; digital environments; stigmatized knowledge; democracy; far-right ideology; Social Sciences;

    Abstract : This thesis deals with a set of organized activist movements during the harshest restrictions of the Covid-19 pandemic in Sweden. These groups protested both online and offline against imposed restrictions and vaccinations, displaying a critical attitude towards recommendations and restrictions such as by gathering in large crowds. READ MORE

  4. 38. Are REITs in Singapore and Hong Kong Being Inflation Hedging? : An empirical analysis of the relationship between REIT returns and inflation

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Caixing Bin; [2022]
    Keywords : REITs; inflation; hedge; returns; REITs; inflation; hedge; avkastning;

    Abstract : This paper examinesinflation in Singapore and Hong Kong between 2002 to 2021. The purpose is to investigate whether REITs can hedge against inflation. The inflation will be divided into expected inflation (EI) and unexpected inflation (UI). READ MORE

  5. 39. Stock Market Volatility in the Context of Covid-19

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Liu Kunyu; [2022]
    Keywords : The U.S. stock market; COVID-19; volatility clustering; GARCH models; leverage effect;

    Abstract : The global economy has been severely impacted during the Covid-19 period. The U.S. stock market has also experienced greater volatility. READ MORE

  6. 40. 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 kommunikation

    Author : Sabina Colakovic; [2022]
    Keywords : Modern Portfolio Theory; Markowitz Model; Mean-Variance Optimization; Valueat-Risk; Conditional Value-at-Risk; Geometric Mean Return; Efficient Frontier; Portfolio Optimization; Markowitz 2.0;

    Abstract : 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