Essays about: "Extension Risk"

Showing result 6 - 10 of 131 essays containing the words Extension Risk.

  1. 6. A Multi-Level Extension of the Hierarchical PCA Framework with Applications to Portfolio Construction with Futures Contracts

    University essay from KTH/Matematisk statistik

    Author : Kajsa Bjelle; [2023]
    Keywords : Portfolio construction; asset allocation; principal component analysis; hierarchical principal component analysis; hierarchical shrinkage; eigenportfolio risk; Portföljkonstruktion; tillgångsallokering; principalkomponentanalys; hierarkisk principalkomponentanalys; hierarkisk krympning; egenportföljrisk;

    Abstract : With an increasingly globalised market and growing asset universe, estimating the market covariance matrix becomes even more challenging. In recent years, there has been an extensive development of methods aimed at mitigating these issues. READ MORE

  3. 7. Aktiebolag eller kooperativ? : en komparativ fallstudie på kooperativ respektive aktiebolag med fokus på krisresiliens

    University essay from SLU/Dept. of Economics

    Author : Henrik Ansin; Lukas Karlsson; [2023]
    Keywords : kooperativ; aktiebolag; resiliens; krishantering; spannmålshandel;

    Abstract : Idag står Sverige inför en rad utmaningar och lantbrukssektorn har under de senaste åren genomgått stora och påfrestande prövningar. Torka och extremvärme drabbade Sverige 2018 vilket innebar stora konsekvenser för lantbrukssektorn. READ MORE

  4. 8. Integration of Advanced Product Quality Planning in Quality Preparation for an Original Equipment Manufacturer in the Automotive Industry : A Case Study at Volvo Group Trucks Operations Powertrain Production in Skövde

    University essay from Luleå tekniska universitet/Institutionen för ekonomi, teknik, konst och samhälle

    Author : Hanna Gertsson; Henrik Lindberg; [2023]
    Keywords : Advanced product quality planning APQP ; quality preparation; production part approval process PPAP ; IATF 16949; ISO 9001; automotive industry; gap analysis; change management; risk management; product development and process development.;

    Abstract : This study examines the development of Volvo Group Trucks Operations Powertrain Production (Volvo GTO PTP) in Skövde, focusing on the implementation of processes for new products intended for both internal and external customers. Previously, the company solely supplied products within the Volvo Group, functioning as an Original Equipment Manufacturer (OEM). READ MORE

  5. 9. How Do Unexpected Changes in Interest Rates Explain the Variation of Excess Return: Testing an Extended Fama–French Five-Factor Model on the Swedish Stock Market

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Telo Johar; [2023]
    Keywords : Fama-French five-factor model; excess return; Swedish stock market; Fama-French five-factor model; överavkastning; svenska aktiemarknaden;

    Abstract : In the realm of asset pricing models, the Fama-French five-factor model has become a foundational framework for explaining the variation of excess stock returns. However, as financial markets continue to evolve, there arises a need to explore potential extensions to capture additional sources of risk and return. READ MORE

  6. 10. Sustainability and Fast Fashion : Exploring Factors Influencing Consumer Behavior Among Young Generation in China

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Yaoyao Li; Tian Xin; Daiyan Zhang; [2023]
    Keywords : fast fashion; consumer behavior; Chinese young generation; sustainability;

    Abstract : The rise of fast fashion in the global fashion industry has changed the consumption patterns of consumers. However, fast fashion consumption patterns are unsustainable and constitute a risk to environmental and social sustainability. READ MORE